Are these funds as well-diversified as possible

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Consider two mutual funds, A and B. The beta for fund A is .60, and the standard deviation of the rate of return = .20.

The beta for fund B. is 1.30 and its standard deviation of the rate of return = .325.

The standard deviation of the market portfolio is .25.

Are these funds as well-diversified as possible?

Reference no: EM131317975

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