If the standard deviation of returns on the market is 18% and the beta of a well-diversified portfolio is 1.65, calculate the standard deviation of this portfolio.Group of answer choices29.7%12.5%32.3%16.5%18.0%

A stock has had returns of 14%, 27%, 18%, and 5% for the past four years. Calculate the standard deviation of the returns.Group of answer choices9.1%8.2%8.8%6.4%

A share has a beta of 1.1 and a standard deviation of 16.67%. It also has an expected return of 13.30%. Calculate the coefficient of variation (CV).Select one:a.2.51b.9.70c.0.16d.1.25

A portfolio is composed of two stocks, A and B. Stock A has a standard deviation of return of 35%, while stock B has a standard deviation of return of 15%. The correlation coefficient between the returns on A and B is 0.75. Stock A comprises 40% of the portfolio, while stock B comprises 60% of the portfolio. The standard deviation of the return on this portfolio is _________. Group of answer choices17.74%21.59%20.39%19.11%

An equal-weighted portfolio consists of 100 securities. The average return of the securities is 0.01, the average variance of the securities is 0.08, and the average covariance between any pair of securities is 0.02. What is the return standard deviation of the portfolio?Group of answer choices1.25%16.75%8.35%14.35%

You manage a risky portfolio with an expected rate of return of 18%, and standard deviation of 28%. The risk-free rate (US Treasuries) is 8%. Consider the following: a) Your client chooses to invest 70% in the risky portfolio and 30% in the risk-free rate. What is the expected return and standard deviation of her portfolio