The beta of an active portfolio is 1.45. The standard deviation of the returns on the market inde> is 22%. The nonsystematic variance of the active portfolio is 3%. The standard deviation of the returns on the active portfolio is a) 36.30%. b) 5.84%. c) 19.60%. d) 24.17%. e) 26.0%.
The beta of an active portfolio is 1.45. The standard deviation of the returns on the market inde> is 22%. The nonsystematic variance of the active portfolio is 3%. The standard deviation of the returns on the active portfolio is a) 36.30%. b) 5.84%. c) 19.60%. d) 24.17%. e) 26.0%.
Chapter1: Making Economics Decisions
Section: Chapter Questions
Problem 1QTC
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