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2. Suppose you combine in a portfolio a risk-free financial security with a risky security. The risk-free security can influence the portfolio's risk and expected

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2. Suppose you combine in a portfolio a risk-free financial security with a risky security. The risk-free security can influence the portfolio's risk and expected return as: A. The risk-free security has zero correlation with all other risky assets in the market. B. The resulting portfolio's expected return is given by a linear combination of the two individual expected returns. C. The resulting portfolio's standard deviation is the linear proportion of the standard deviation of the risky asset portfolio only. D. All the above are correct

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