medium · CFA Level I pm
Ironvale Mining is part of an efficient portfolio that sits on the Capital Market Line (CML).
If the risk-free rate is 3% and the market portfolio has an expected return of 11% and a standard deviation of 16%, what is the expected return of an efficient portfolio with a standard deviation of 20%?
- 13.0%.
- 10.0%.
- 14.0%.
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