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4) An investor invests 30% of his wealth in a risky asset with an expected rate of return of 0.13 and a variance of 0.03

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4) An investor invests 30% of his wealth in a risky asset with an expected rate of return of 0.13 and a variance of 0.03 and 70% in a T-bill that pays 6%. His portfolio's expected return and standard deviation are and respectively A. 0.114;0.128 B. 0.087, 0.063 C.0.295, 0.125 D. 0.081, 0.052 5) An investor invests 40% of his wealth in a risky asset with an expected rate of return of 0.17 and a variance of 0.08 and 60% in a T-bill that pays 4.5%. His portfolio's expected return and standard deviation are and , respectively A 0.114 0.126 B. 0.087: 0.068 C. 0.095, 0.113 D. 0.087, 0.124 E. None of the options are correct

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