What is the standard deviation of returns

Reference no: EM13303712

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?
c. A well-diversified portfolio has a standard deviation of 15%. What is the beta?
d. A poorly diversified portfolio has a standard deviation of 20%. What can you say about its beta?

Reference no: EM13303712

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