A Portfolio Has a Standard Deviation of 15

question 18

Multiple Choice

A portfolio has a standard deviation of 15.1%, a beta of 1.12, and a Treynor ratio of .085. The risk-free rate is 2.2%. What is the portfolio's expected rate of return?

• A)10.83%
• B)11.38%
• C)11.72%
• D)12.41%
• E)12.56%

Comprehend the impact of sample size and accuracy on work measurement.

Identify the role of visual workplace tools in conveying information and enhancing efficiency.

Understand the principles behind the development and use of predetermined time standards.

Learn about work sampling and its application in determining activity proportions.

---

Definitions:

Factorial Designs

Experimental designs used to study the effects of two or more factors by varying them simultaneously, allowing the investigation of interactions among factors.

Independent Variable

The variable in an experiment that is manipulated or changed to observe its effects on the dependent variable.

Interaction Effect

A statistical phenomenon where the effect of one independent variable on a dependent variable varies depending on the level of another independent variable.

Random Sample

A subset of a population selected through a method where every individual has an equal chance of being chosen, ensuring the representativeness of the sample.