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11. The return on the risky portfolio is 15%. The risk-free rate, as well as the investor's borrowing rate, is 10%. The standard deviation of
11. The return on the risky portfolio is 15%. The risk-free rate, as well as the investor's borrowing rate, is 10%. The standard deviation of return on the risky portfolio is 30%. If the standard deviation on the complete portfolio is 1.5%, the expected return on the complete portfolio is A. 6.00% B. 8.75% C. 10.25% D. 16.25%
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