Solution-What is the expected return of the portfolio

What is the expected return of the portfolio

Reference no: EM132999150

During the most recent year a portfolio X has generated a return rate of 7,50% with a standard deviation of 7,0%. Risk-free rate for the market is 4,5%. The market portfolio has generated return rate of 7,0% with a standard deviation of 5,5%. Is portfolio X efficient? Assuming that the CML equation properly describes portfolio X what is the expected return of the portfolio

Reference no: EM132999150

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What is the expected return of the portfolio

Reference no: EM132999150

Reference no: EM132999150

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