Q. The beta of an active portfolio is 1.20. The standard deviation of the returns on the market index is 20%. The nonsystematic variance of the active portfolio is 1%. The standard deviation of the returns on the active portfolio is __________. (Solved)

1. 3.84%

2. 5.84%

3. 19.60%

4. 26.0%

  • d. 26.0%
Subscribe Now

Get All Updates & News