Examlex

Solved

A Portfolio Consists of Two Securities: a Risk-Free Asset and an Equity

question 68

Multiple Choice

A portfolio consists of two securities: a risk-free asset and an equity security.The expected return on the risk-free asset is 4.75 percent.The expected return of the equity security is 17 percent with a standard deviation of 23 percent.What is the portfolio expected return if the standard deviation for the portfolio is 18 percent?


Definitions:

Related Questions