The Expected Return of Security a Is 12 Percent with a Standard

question 12

Multiple Choice

The expected return of Security A is 12 percent with a standard deviation of 15 percent.The expected return of Security B is 9 percent with a standard deviation of 10 percent.Securities A and B have a correlation of 0.4.The market return is 11 percent with a standard deviation of 13 percent and the risk-free rate is 4 percent.Which one of the following is not an efficient portfolio,as determined by the lowest Sharpe ratio?

• A) 100% invested in A is efficient
• B) 100% invested in B is efficient
• C) 41% in A and 59% B is efficient
• D) 59% in A and 41% B is efficient

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The responsibilities and duties of a nurse, including patient care, education, and support, within the healthcare setting.

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A term commonly used to refer to American citizens or residents of Black African descent.

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Adult human females, distinguished biologically by reproductive and secondary sexual characteristics.

Percentage

A portion of 100 or a fraction expressed as a number out of 100, used to describe proportions quantitatively.