What is the standard deviation of jlk

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JLK stock has an expected return of 12.8%. The market has an expected return of 10.2 and a standard deviation of 20%. The risk-free rate is 2.1%. The correlation between JLK and the market is 0.60838. If the CAPM holds, what is the standard deviation of JLK? (Hint: start by using the security market line equation). Express your final answer in decimal format, rounded and accurate to the nearest 4 decimal places (e.g., if you found the standard deviation to be 12.345% you should enter 0.1235).

Reference no: EM132953045

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