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Krispylynn33 Krispylynn33
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2 months ago
Greg has $10,000 to invest in a risk-free asset and in the market portfolio. The risk-free rate is 4.8%. The market portfolio has an expected return of 13.6% with a standard deviation of 15%. What are the expected return and standard deviation for a portfolio with 30% of the funds invested in the risk-free asset?

▸ Expected return = 7.44%; standard deviation = 4.50%

▸ Expected return = 10.50%; standard deviation = 10.96%

▸ Expected return = 10.96%; standard deviation = 10.50%

▸ Expected return = 4.50%; standard deviation = 7.44%
Textbook 
Corporate Finance

Corporate Finance


Edition: 5th
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uhpikapp64uhpikapp64
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2 months ago
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Krispylynn33 Author
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2 months ago
Good timing, thanks!
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Yesterday
Thank you, thank you, thank you!
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2 hours ago
Brilliant
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