What Is the Standard Deviation of an Efficient Portfolio with an 8

question 109

Multiple Choice

What is the standard deviation of an efficient portfolio with an 8% expected return? Assume the risk-free rate is 3.75% and the expected return on the market portfolio is 10% with a standard deviation of 20%.

• A)2.62%
• B)6.40%
• C)6.80%
• D)13.60%

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