An asset on the security market line has a standard deviation of 0.05% returns 10% per year. The risk free rate is 4%. How might you construct portfolios with the following standard deviations?
A: 0.0125%
B: 0.1%
求解,如果涉及 security market line 的话,COV无头绪。。。。如果 SD(PORT) 也不对。。。
现在感觉 无头绪中