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What Is the Expected Return on an Efficient Portfolio with a Standard

Question 3

Multiple Choice

What is the expected return on an efficient portfolio with a standard deviation of 15%? Assume the risk-free rate is 6% and the expected return on the market portfolio is 14.8% with a standard deviation of 20%.


A) 8.20%
B) 12.60%
C) 16.50%
D) 17.73%

Correct Answer:

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