Multiple Choice
The risk-free rate is 5.25 percent.The expected return on the market is 12 percent with a standard deviation of 18 percent.What is the standard deviation of an efficient portfolio with a 16 percent expected return?
A) 7.33%
B) 10.12%
C) 19.11%
D) 28.67%
Correct Answer:
Verified
Correct Answer:
Verified
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