An Efficient Portfolio Has an Expected Return of 20

question 12

Essay

An efficient portfolio has an expected return of 20%.The riskless rate is 5%,the return on the market portfolio is 15%,and the standard deviation of the market portfolio is 20%.What is the efficient portfolio's beta,standard deviation,and correlation coefficient with the market portfolio?

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Definitions:

Initiation Phase

The phase in project management where the project is defined and authorized, including the scope, objectives, and stakeholders involved.

Project Manager

A professional responsible for planning, executing, monitoring, controlling, and closing projects, ensuring they are completed on time, within budget, and to scope.

Project Infrastructure

The foundational systems and structures needed to support the execution and completion of a project.

Project Charter

A document that formally authorizes a project, outlining its objectives, scope, and the roles of participants.