What are the expected return and the standard deviation of return on in the optimal risky portfolio if an investor lends? Oa EG)=14.00%, a =21.37% Ob. EG=18.00%, o =27.34% OC EG)=13.50%, o =25 99% Od EG=14.00%, o =22.67% Oe EG)=13.50%, a =22. 16%

What are the expected return and the standard deviation of return on in the optimal risky portfolio if an investor lends? Oa EG)=14.00%, a =21.37% Ob. EG=18.00%, o =27.34% OC EG)=13.50%, o =25 99% Od EG=14.00%, o =22.67% Oe EG)=13.50%, a =22. 16%

Essentials Of Investments

11th Edition

ISBN:9781260013924

Author:Bodie, Zvi, Kane, Alex, MARCUS, Alan J.

Publisher:Bodie, Zvi, Kane, Alex, MARCUS, Alan J.

Chapter1: Investments: Background And Issues

Section: Chapter Questions

Problem 1PS

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Question

What are the expected return and the standard deviation of return on in the optimal risky portfolio if an investor lends?
O a EG)=14.00 %, o =21.37%
Ob. EG)=18.00%, o =27.34%
Oc EG)=13.50%, o =25.99%
Od E)=14.00%, a =22.67%
Oe. EG)=13.50%, o =22.16%

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