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Standard deviation of the return of the two portfolios

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Problem: Suppose that the expected return on the market is 12% and the risk free rate is 7%. The standard deviation of the return on the market is 15%. One investor creates a portfolio on the efficient frontier with an expected return of 10% and another creates a portfolio on the efficient frontier with an expected return of 20%. What is the standard deviation of the return of the two portfolios?

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Finance Basics: Standard deviation of the return of the two portfolios

Reference No:- TGS02071131

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