Multiple Choice
What is the expected return on an efficient portfolio with a standard deviation of 15 percent? Assume the risk-free rate is 6 percent and the expected return on the market portfolio is 14.8 percent with a standard deviation of 20 percent.
A) 8.20%
B) 12.60%
C) 16.50%
D) 17.73%
Correct Answer:
Verified
Correct Answer:
Verified
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