Given a market portfolio with an expected return of 10% and standard deviation of 20% and...

Question

Question

Given a market portfolio with an expected return of 10% and standard deviation of 20% and a risk-free rate of 5%,

A. According to the Capital Market Line what is the expected return of a portfolio with a 30% standard deviation?

B. What is the beta of the market portfolio?

Enter your answer as a percent. Do not include the % sign. Round your final answer to two decimals.

Answer 1

Answer #1

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Answer 2

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