A Stock Has an Expected Return of 14 Percent and a Standard

question 27

Multiple Choice

A stock has an expected return of 14 percent and a standard deviation of 61 percent. What is the weight of the stock in the minimum variance portfolio consisting of the stock and the risk-free asset?

• A) .00
• B) .18
• C) .06
• D) .21
• E) .32

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Definitions:

Mucus

A slippery secretion produced by mucous membranes, serving to moisten and protect them.

Ejaculation

The process of releasing semen from the penis during sexual arousal or orgasm.

Fallopian Tubes

Tubes through which eggs travel from the ovaries to the uterus in the female reproductive system.

Ejaculation

The expulsion of semen from the body during sexual arousal in males.