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An investor invests 45% of her wealth in a risky asset with an expected rate of return of 19% and a variance of 5%, and
An investor invests 45% of her wealth in a risky asset with an expected rate of return of 19% and a variance of 5%, and she puts 55% in a Treasury bill that pays 3%. Her portfolio's expected rate of return and standard deviation are. and respectively. (Round final answers to 2 decimal places) O 13.00%, 35.65% O 10.20%, 10.06% O 13.00 %, 6.75% O 10.20%, 22.40%
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