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tls043 tls043
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6 months ago
A portfolio consists of two securities: a 90-day T-bill and the S&P/TSX Composite. The expected return on the T-bill is 4.5%. The expected return of the S&P/TSX Composite is 18% with a standard deviation of 30%. What is the portfolio expected return if the standard deviation for this portfolio is 50%?

▸ 30.00%

▸ 12.60%

▸ 47.00%

▸ 27.00%
Textbook 
Corporate Finance

Corporate Finance


Edition: 5th
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ikiddingikidding
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6 months ago
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