7. Oyster Burns's portfolio is composed of an investment in a risky portfolio (with a 12% expected...

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7. Oyster Burns's portfolio is composed of an investment in a risky portfolio (with a 12% expected return and a 25% standard deviation) and a riskfree asset (with a 7% return). If Oyster's total portfolio has a 20% standard deviation, what is its expected return?

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Investments

ISBN: 9788120321014

6th Edition

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

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