Logo
Home Study Material Contact Search
AI Chat FREE
  1. business
  2. finance
  3. we have formed the optimal complete portfolio usin

We have formed the optimal complete portfolio using the risk-free asset and a point on...

50.1K

Verified Solution

Question

Finance

image

We have formed the optimal complete portfolio using the risk-free asset and a point on the efficient frontier. Risk-free rate is 3% and the optimal risky portfolio pays an expected return of 10% with a standard deviation of 25%. If portfolio B's expected return is 15%, what is the lowest possible value for the standard deviation of portfolio B? (Enter is as %)

Answer & Explanation Solved by verified expert
Get Answers to Unlimited Questions

Join us to gain access to millions of questions and expert answers. Enjoy exclusive benefits tailored just for you!

Membership Benefits:
  • Unlimited Question Access with detailed Answers
  • Zin AI - 3 Million Words
  • 10 Dall-E 3 Images
  • 20 Plot Generations
  • Conversation with Dialogue Memory
  • No Ads, Ever!
  • Access to Our Best AI Platform: Flex AI - Your personal assistant for all your inquiries!
Become a Member

Other questions asked by students

Biology
1.2K views

Biochemistry \"Thr-91 of Complex I is conserved through evolution. It is crucial for the functioning of Complex...

Psychology
1.2K views

Is being waived always more punitive to the juvenile? Discuss

Psychology
1.2K views

If education is 'the great equalizer' and public education is rooted in inequality from a racial...

Accounting
1.2K views

Your dog, Peyton, has severe allergies and cannot have the usual store-bought dog treats. You have...

Biology
1.2K views

A methyl functional group may be attached to mRNA or tRNA to GENES AND PROTEINS...

Geometry
1.2K views

Add subtract multiply and divide polynomials 5WQ Divide If the polynomial does not divide evenly...

Basic Math
1.2K views

Task 2 Taylor Series Expansion Order for a Constant Step Size For the following function...

Basic Math
1.2K views

Dylan plotted the points W 2 5 X 6 3 Y 2 1 and a...

Algebra
1.2K views

Martha plans to visit Niagara Falls with her friends The nature of the plan is...

Accounting
1.2K views

Preston Concrete is a major supplier of concrete to residential and...

Accounting
1.2K views

Explain how a company might decide on a marketing mix for an international company.

Finance
1.2K views

What is the discount yield on a $10 million commercial paper issue that currently sells...