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a 5. Suppose a portfolio P has an expected return of 12% and a standard deviation of 16%. The risk-free interest rate is 6%. If
a 5. Suppose a portfolio P has an expected return of 12% and a standard deviation of 16%. The risk-free interest rate is 6%. If your client requests that you construct a portfolio from portfolio P and risk-free securities with a standard deviation of 4% what will your client's expected return be? A. 6.75% B. 8% C. 12% D. 7.5%
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