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?

---

Definitions:

Professional Organizations

Entities formed to advance a particular profession, ensuring standards of practice and supporting professionals through education, networking, and advocacy.

Telephone Directory

A printed or online listing of telephone subscribers in a specific geographical area, including their names and phone numbers.

City Directory

A publication that provides comprehensive information about a city, including its businesses, services, and residents.

Court Records

Official records maintained by a court that document the proceedings and outcomes of cases heard by the court.