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A portfolio contains a ritky asset and a risk-free asset. The risky asset has an expected return of 8% and a standard deviation of 4%.

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A portfolio contains a ritky asset and a risk-free asset. The risky asset has an expected return of 8% and a standard deviation of 4%. The risk-free asset has an expected return of 2%. Assume you invest 30% of your wealth in the risky asset. What is the standard deviation of this portfolio? 28% 1.2% 4% 10%

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