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What is the standard deviation of returns


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Suppose the standard deviation of the market return is 20%

1) What is the standard deviation of returns on a well-diversified portfolio with a beta of 1.3?

2) What is the standard deviation of returns on a well-diversified portfolio with a beta of 0?

3) A well-diversified portfolio has a standard deviation of 15%. What is its beta?

4) A poorly diversified portfolio has a standard deviation of 20%. What can you say about its beta?

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