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1. You invest 77% of your fund in a risky portfolio and 23% in a risk-free asset. The risky portfolio has an expected return of

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1. You invest 77% of your fund in a risky portfolio and 23% in a risk-free asset. The risky portfolio has an expected return of 13% and a standard deviation of 28%. The risk-free rate is 3%. a. Calculate the E[ret] of the complete portfolio b. Calculate the standard deviation of the complete portfolio c. Calculate the Sharpe ratio of the complete portfolio

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