What is the standard deviation of an efficient portfolio with an 8% expected return? Assume the risk-free rate is 3.75% and the expected return on the market portfolio is 10% with a standard deviation of 20%.
A)2.62%
B)6.40%
C)6.80%
D)13.60%

Question

Quizplus · Accepted Answer

The Answer of What is the standard deviation of an efficient portfolio with an 8% expected return? Assume the risk-free rate is 3.75% and the expected return on the market portfolio is 10% with a standard deviation of 20%.
A)2.62%
B)6.40%
C)6.80%
D)13.60%

What Is the Standard Deviation of an Efficient Portfolio with an 8