A complete portfolio is composed of a risky asset with an expected rate of return of 20% and a standard deviation of 15% and a Treasury bill with a rate of return of 5%.

What proportion of your money should be invested in the risky asset to form a portfolio with an expected return of 14%?

A. 25.7%

B. 60%

C. 36%

D. 45%

A complete portfolio is composed of a risky asset with an expected rate of return of 20% and a standard deviation of 15% and a Treasury bill with a rate of return of 5%.

Please use the answer from the question above to complete this question.

What is the standard deviation of this complete portfolio?

A. 9.22%

B. 9%

C. 11%

D. 8.4%