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an investor can design a risky portfolio based on two stocks, a and b. stock a has an expected return of 18% and risk-free rate
an investor can design a risky portfolio based on two stocks, a and b. stock a has an expected return of 18% and risk-free rate of rea standard deviation of return of 20%. stock b has an expected return of 14% and a standard deviation of return of 5%. the correlation coefficient between the returns of a and b is 0.50. the turn is 10%. the standard deviation of return optimal risky portfolio is _________.
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