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23. An investor invests 40% of his wealth in a risky asset with an expected rate of return of 15% and a standard deviation
23. An investor invests 40% of his wealth in a risky asset with an expected rate of return of 15% and a standard deviation of 20% and 60% in a treasury bill that pays 6%. Her portfolio's expected rate of return and standard deviation are and respectively.
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Intermediate Microeconomics
Authors: Hal R. Varian
9th edition
978-0393123975, 393123979, 393123960, 978-0393919677, 393919676, 978-0393123968
