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CFA Level 1 Question of the Week - Portfolio Management

Matt_AnalystPrepMatt_AnalystPrep MontrealPosts: 17 Associate
edited May 15 in CFA Practice Questions
A portfolio manager is constructing a portfolio composed of two assets. Asset A is a risky asset with an expected return of 14% and a standard deviation of 22% whereas asset B is a risk-free asset with a return of 9%. If the portfolio manager increases the weight of the risky asset to 130%, then the portfolio's expected return is closest to:
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CFA Level 1 Question of the Week - Portfolio Management 6 votes

A. 18.2%
16% 1 vote
B. 15.5%
66% 4 votes
C. 16.7%
16% 1 vote


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