6. Happy Buker owns a risky portfolio with a 20% standard deviation. If Happy invests the following...

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6. Happy Buker owns a risky portfolio with a 20% standard deviation. If Happy invests the following proportions in the riskfree asset and the remainder in the risky portfolio, what is the standard deviation of Happy's total portfolio?

a. 130%

b.l0%

c.30%

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Investments

ISBN: 9788120321014

6th Edition

Authors: William F. Sharpe, Gordon J. Alexander, Jeffery V. Bailey

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