A project has a 0.35 chance of making a 1.25 return in 1 year, and a 0.65 chance of returning 0.25 over the same period. What is the standard deviation (risk) of this prospective investment? 0.7770 0.8292 0.7527 0.8500 0.7155 What is TRUE regarding the Complete Portfolio Adding more risk-free assets increases the Sharpe A Complete Portfolio with 100% risk-free assets will have greater E(r) than risk-free assets by themselves Adding more risky securities shifts the Complete Portfolio up along the CAL Adding more of the risky portfolio increases the Sharpe A Complete Portfolio with 100% risky assets will have lower StDev than the risky portfolio