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An investor invests 30% of her wealth in a risky portfolio that has an expected rate of return of 11% and a standard deviation of
An investor invests 30% of her wealth in a risky portfolio that has an expected rate of return of 11% and a standard deviation of 17%, and she puts the rest of her wealth in a Treasury bill that pays 1%. Her portfolio's standard deviation is ________.
Round your answer to the nearest 0.1% and enter your answer as a percentage. For example, if your answer is "12.3%, enter "12.3".
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