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An investor has $2,000.00 to invest. She can borrow or land at the risk free rate (6%) and invest in the market portfolio, with expected
An investor has $2,000.00 to invest. She can borrow or land at the risk free rate (6%) and invest in the market portfolio, with expected return of 12% and standard deviation of 7%. If she is willing to have $2.600,00 at the end of the year, what will be the standard deviation of her portfolio?
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