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8 points An investor invests 60% of her wealth in a risky asset with an expected rate of return of 12% and a variance of

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8 points An investor invests 60% of her wealth in a risky asset with an expected rate of return of 12% and a variance of 6%, and she puts 40% in a Treasury bill that pays 3%. What is the expected rate of return and standard deviation of the portfolio

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