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Mathematics, 09.11.2020 16:40 babyface1686

If the standard deviation of returns on the market is 20 percent, and the beta of a well-diversified portfolio is 1.5. Calculate the standard deviation of this portfolio. a. 30 percent.
b. 20 percent.
c. 15 percent.
d. 10 percent.

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If the standard deviation of returns on the market is 20 percent, and the beta of a well-diversified...
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