What is the standard deviation of returns on a well

Reference no: EM13301227

Suppose that 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 deviaition of 15%. What is its beta?
D. A poorly diversified portfolio has a standard deviation of 20%? What can you say about its beta?

Reference no: EM13301227

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