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( 6 points ) Assume we have a risky asset with an expected return of 1 5 % and standard deviatio 2 2 % .

(6 points) Assume we have a risky asset with an expected return of 15% and standard deviatio
22%. If the risk-free asset yields 7%, what would be the expected return of a portfolio combining
these two assets that has a standard deviation of 18%?
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