A portfolio with a beta of 0.7 with market and residual variance of 10, market variance being 196 , the total risk in terms of stand

Big Ideas Math A Bridge To Success Algebra 1: Student Edition 2015
1st Edition
ISBN:9781680331141
Author:HOUGHTON MIFFLIN HARCOURT
Publisher:HOUGHTON MIFFLIN HARCOURT
Chapter4: Writing Linear Equations
Section: Chapter Questions
Problem 12CR
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A portfolio with a beta of 0.7 with market and residual variance of 10, market variance being 196 , the total risk in terms of standard deviation of the fund is
a.
10.30
b.
14
c.
10
d.
7
 
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