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## Statistics

describe expected returns and risk in portfolio.

Presume the expected return as well as the standard deviation on the Market Portfolio M are E (RM) = 12% and σM = 20%, respectively.

1) When the Sharpe Ratio for the market portfolio is 0.5 and what risk-free rate Rf is the market anticipate? Depict on a diagram for the Capital Market Line derived from the above data. Make sure to clarify the intercept as well as the slope.

2) What must be the expected return of a well-diversified portfolio P (that is portfolios on the ML) with a volatility of 15%?

3) Suppose portfolio P has a standard deviation of 10% as well as an expected return of 6.5%. Is this portfolio efficient?

4) What must be the standard deviation of an efficient portfolio with a beta of 0.4? describe

Statistics and Probability, Statistics

• Category:- Statistics and Probability
• Reference No.:- M922216

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