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An investor invests 40% of her wealth in a risky asset with an expected rate of return of 0.15 and a variance of 0.04 and
An investor invests 40% of her wealth in a risky asset with an expected rate of return of 0.15 and a variance of 0.04 and 60% in a T-bill that pays 0.06 . The standard deviation of her portfolio is: 0.12 0.1 0.06 None of the above 0.08
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