The expected return on the market is 12 and the risk free

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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%. Once 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?

Reference no: EM13596839

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