Standard deviation of the return of the two portfolios


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%. Ones investor creates a portfolio on the efficient frontier with an expected return of 10%. 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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Business Management: Standard deviation of the return of the two portfolios
Reference No:- TGS091089

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