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: | Chartered Financial Analyst Level 1 Quiz - LeetQuiz
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:
