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An investor can design a complete portfolio based on a risky portfolio and a risk-free asset. The risky portfolio has an expected return of 10%

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An investor can design a complete portfolio based on a risky portfolio and a risk-free asset. The risky portfolio has an expected return of 10% and a standard deviation of 20%. Risk-free rate is 5%. If the investment weight on the risky portfolio is 70% and the weight on the risk-free asset is 30%, what is expected return and standard deviation of the complete portfolio? a) 6%;10% b) 14%;14% c) 10%;20% d) 8.5%;14%

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