Example 1:the frontier ▣Answer: b.The standard deviation of the portfolio is 0p=1.25·0m=1.25·25%=31.25% c.The beta of the portfolio is R=p-8 0.3125 1.25=Pm 0.25 Pim =1 2010/Yichuan Liu 11Example 1: the frontier  Answer: b. The standard deviation of the portfolio is  p 1.25 m 1.25 25%  31.25% c. The beta of the portfolio is i  im  i    m 0.3125 1.25  i .25m 0.25 im 1 2010 / Yichuan Liu 11