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Consider a market with an average return of 15% and a standard deviation of 12%. You are also
given the following information below on two portfolios A and B: PORTFOLIO AR (%) S.D(%)
A 18 27 0.8 B 14

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Consider a market with an average return of 15 and a standard devia.pdf

  • 1. Consider a market with an average return of 15% and a standard deviation of 12%. You are also given the following information below on two portfolios A and B: PORTFOLIO AR (%) S.D(%) A 18 27 0.8 B 14