What Is the Standard Deviation of an Efficient Portfolio with a 7.5

question 107

Multiple Choice

What is the standard deviation of an efficient portfolio with a 7.5% expected rate of return, given that RF is 0.50%, ER_m is 6.0% and $\sigma$ _m is 21%?

• A)28.10%
• B)3.56%
• C)1.50%
• D)26.69%

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