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...


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The beta of an active portfolio is 1.45. The standard deviation of the returns on the market inde><br>is 22%. The nonsystematic variance of the active portfolio is 3%. The standard deviation of the<br>returns on the active portfolio is<br>a) 36.30%.<br>b) 5.84%.<br>c) 19.60%.<br>d) 24.17%.<br>e) 26.0%.<br>

Extracted 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%.

Jun 09, 2022
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