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JohnCena494 JohnCena494
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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 would be the weight of the market portfolio in an efficient portfolio with a standard deviation of 30%, if borrowing is not allowed?

▸ 16.78%

▸ 20%

▸ 83.33%

▸ Cannot be constructed
Textbook 
Corporate Finance

Corporate Finance


Edition: 5th
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sandra15sandra15
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A month ago
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JohnCena494 Author
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A month ago
You make an excellent tutor!
nicolepope23
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Thanks
ezsancheezy
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this is exactly what I needed
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