What is the standard deviation of market returns


Assignment:

How to calculate the following questions in excel?

Suppose the standard deviation of the market return is 20%.

a. What is the standard deviation of returns on a well-diversified portfolio with a beta of 1.3?

b. What is the standard deviation of returns on a well-diversified portfolio with a beta of 0%?

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Portfolio Management: What is the standard deviation of market returns
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