... C) - 1. 50 D) + 1. 50 Question: 11 1 - 28529 Which one of the following portfolios does not lie on the efficient frontier? Portfolio Expected Return Standard Deviation A B 12 C 11 10 D 15 15 A) ... - 18 minutes Question: 10 9 - 11 168 If the real rate of interest was percent and the inflation expectation was percent what is the nominal rate of interest? A) 10 .55% B) 11 .00% C) 12 .35% D) 7 .12 % ... stock has a beta of 1. 0 and the risk free rate is percent, what return would you expect when the market return is 12 percent? A) 13 .2% B) 14 .4% C) 12 .0% D) 15 .2% Question: 11 6 - 28536 Which of...