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An efficient portfolio has a 17% expected return. If the expected market return is 11% (with a standard deviation of 18%), and the risk-free rate

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An efficient portfolio has a 17% expected return. If the expected market return is 11% (with a standard deviation of 18%), and the risk-free rate is 5.5 %, what is the standard deviation of the portfolio? A 10.25% OB 19.36% OC 35.54% OD 9.33%

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