29. Suppose you hold a well-diversified portfolio with a very large number of securities, and that the single index model is correct. If the risk-free rate is 2.5%, the market return is 13.6%, the Std Dev of your portfolio is 21% and the Std Dev of the market is 13%; then the return on your portfolio would be approximately: 30. Freddy has determined that for Calicentrics Central, expected return is 9.8%, and the standard deviation is 15.2. She has also observed that the risk-free rate is 3.2%. Determine the standard deviation of a portfolio that consists of investing 45% in the risk-free asset and the remainder in Calicentrics Central