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A risky portfolio has an expected return of .09 and a standard deviation of.20. The risk-free rate of return is .03. An investor has 60%
A risky portfolio has an expected return of .09 and a standard deviation of.20. The risk-free rate of return is .03. An investor has 60% invested in the risky portfolio and 40% invested in the risk-free asset. What is the expected return on this investor's complete portfolio of the two assets combined? O 0.066 (or 6.6%) 0.084 (or 8.4%) O 0.12 (or 12%) 0.072 (or 7.2%)
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