What is the standard deviation of an efficient portfolio with a 21.4-percent expected rate of return, given that RF is 6.4 percent, ERMis9.4 percent, and OM is 25.4 percent?O 47.24 percentO 254.00 percentO 127.00 percentO 117.00 percent

ERP : 21.4%R(f): 6.4%ERM: 9.4%σM: 25.4%

What is the standard deviation of an efficient portfolio with a 21.4-percent expected rate of return, given that RF is 6.4 percent, ERMI 9.4 percent, and OM is 25.4 percent? O 47.24 percent O 254.00 percent O 127.00 percent O 117.00 percent 4

What is the standard deviation of an efficient portfolio with a 21.4-percent expected rate of return, given that RF is 6.4 percent, ERMI 9.4 percent, and OM is 25.4 percent? O 47.24 percent O 254.00 percent O 127.00 percent O 117.00 percent 4

EBK CONTEMPORARY FINANCIAL MANAGEMENT

14th Edition

ISBN:9781337514835

Author:MOYER

Publisher:MOYER

Chapter8: Analysis Of Risk And Return

Section: Chapter Questions

Problem 13P

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What is the standard deviation of an efficient portfolio with a 21.4-percent expected rate of return, given that RF is 6.4 percent, ERMis
9.4 percent, and OM is 25.4 percent?
O 47.24 percent
O 254.00 percent
O 127.00 percent
O 117.00 percent

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