Multiple Choice
The expected return on the market is 12.5 percent with a standard deviation of 25 percent.The risk-free rate is 5.5 percent.What is the expected return on an efficient portfolio with a standard deviation of 30 percent?
A) 4.10%
B) 11.33%
C) 13.90%
D) 28.90%
Correct Answer:
Verified
Correct Answer:
Verified
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