Chartered Financial Analyst Level 1
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An analyst gathers the following data about three assets' returns:
Asset Portfolio's Returns Beta 1 0.8 1.000 2 0.7 1.225 3 0.5 1.125
If the market portfolio's standard deviation of returns is 20%, the asset with the highest standard deviation is:
An analyst gathers the following data about three assets' returns:
| Asset | Portfolio's Returns | Beta |
|---|---|---|
| 1 | 0.8 | 1.000 |
| 2 | 0.7 | 1.225 |
| 3 | 0.5 | 1.125 |
If the market portfolio's standard deviation of returns is 20%, the asset with the highest standard deviation is:
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