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A portfolio 'T' has standard deviation of 1. Estimate the standard deviation of a portfolio that has 30% of funds invested in risk-free asset and

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A portfolio 'T' has standard deviation of 1. Estimate the standard deviation of a portfolio that has 30% of funds invested in risk-free asset and 70% in ' T '. 0.3 . 0.7 . The standard deviation of the risk-free asset is needed to answer the question. The correlation between the risk-free asset and portfolio ' T ' is needed to answer the

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