# BMAN23000A (16) You currently own Facebook stock. Suppose that Facebook has an expected return of 18%...

###### Question:

BMAN23000A (16) You currently own Facebook stock. Suppose that Facebook has an expected return of 18% and a volatility of 15%. The market portfolio has an expected return of 11% and a volatility of 13%. The risk-free rate is 2%. Assuming the CAPM assumptions hold, you want to find an alternative portfolio with the lowest possible volatility and the same expected return as Facebook. The volatility of this portfolio is closest to: 13.2% Facebook 15% 18% 23.1% 17.6% subt onts solRp) x Co 10%

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