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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?

Financial Management, Finance

  • Category:- Financial Management
  • Reference No.:- M93054427

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