What is the standard deviation of its return

Assignment Help Financial Management

Reference no: EM132066952

The risk-free rate is 5%, the expected return on the market portfolio is 14%, and the standard deviation of the return on the market portfolio is 20%. Consider a portfolio with expected return of 16% and assume that it is on the efficient frontier.

What is the beta of this portfolio?

What is the standard deviation of its return?

Reference no: EM132066952

Questions Cloud

Aircraft electrical system in a diode : What additional emerging materials and technologies can be used to combat one of the following failures in an aircraft electrical system in a diode, rectifier

State the likely number of poles : A 5 kW three-phase induction motor operates at 1425 RPM. It has an efficiency of 83.6% and a power factor of 0.82. It connects to a 415V 50Hz supply.

Determine the voltage across each diode : Determine the voltage across each diode and the current through each diode.

Determine the maximum acceptable temperature : Determine the maximum acceptable temperature of a sample of silicon if its intrinsic carrier concentration may not exceed 10^12 cm^-3.

What is the standard deviation of its return : What is the beta of this portfolio? What is the standard deviation of its return?

Determine the range of forward-bias voltages : Determine the range of forward-bias voltages that are applied to the diodes.

Profit margin-return on assets and return on equity : Profit Margin, Return on Assets, Return on Equity, Receivables Turnover, Inventory Turnover, Fixed Asset Turnover,

Florida blue do to reduce the backlash from their brokers : What could Florida Blue do to reduce the backlash from their brokers who may be threatened by BCBSF opening its own store?

How an existing rfid standard could be modified : If there are no specific standards that you think apply to your selected industry then research how an existing RFID standard could be modified to support.

User Account

All Pages