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%.

ENGR.ECONOMIC ANALYSIS
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ISBN:9780190931919
Author:NEWNAN
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Chapter1: Making Economics Decisions
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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%.
Transcribed Image Text: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%.
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