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corie corie
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7 years ago
Assume that an investor invests in one risky and one risk free asset.  Let σm be the standard deviation of the risky asset and b the proportion of the portfolio invested in the risky asset.  The standard deviation of the portfolio is then equal to ________.
A)   
B)   
C) (1 - b) σm
D) b σm
Textbook 
Microeconomics

Microeconomics


Edition: 8th
Author:
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boransalboransal
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#1
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7 years ago
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corie Author
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7 years ago
You make an excellent tutor!
Alina01978
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Yesterday
Smart ... Thanks!
AlahuKakpar
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2 hours ago
Thanks
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