Top Posters
Since Sunday
5
a
5
k
5
c
5
B
5
l
5
C
4
s
4
a
4
t
4
i
4
r
4
New Topic  
ssi15 ssi15
wrote...
Posts: 143
Rep: 0 0
A month ago
The expected return of the market portfolio is 14% with a standard deviation of 25%. The risk-free rate is 6%. What is the weight of the market portfolio in an efficient portfolio with a standard deviation of 30%?

▸ 1.20

▸ 0.17

▸ 0.83

▸ 0.20
Textbook 
Corporate Finance

Corporate Finance


Edition: 5th
Author:
Read 34 times
1 Reply
Replies
Answer verified by a subject expert
fujiokifujioki
wrote...
Posts: 141
Rep: 0 0
A month ago
Sign in or Sign up in seconds to unlock everything for free
More solutions for this book are available here
1

Related Topics

ssi15 Author
wrote...

A month ago
Thank you, thank you, thank you!
wrote...

Yesterday
Good timing, thanks!
wrote...

2 hours ago
this is exactly what I needed
New Topic      
Explore
Post your homework questions and get free online help from our incredible volunteers
  1269 People Browsing
Related Images
  
 267
  
 322
  
 1025
Your Opinion