Portfolio A with a market portfolio and a correlation coefficient of 1 has an expected return of 12% The risk-free retur

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answerhappygod
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Portfolio A with a market portfolio and a correlation coefficient of 1 has an expected return of 12% The risk-free retur

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Portfolio A with a market portfolio and a correlation
coefficient of 1 has an expected return of 12%
The risk-free return is 5 per cent.
The standard deviations between the expected return and return on
the market portfolio are 10% and 25%, respectively.
What is the standard deviation of Portfolio A returns?
Answer in % units to natural numbers.
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