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An investor invests 70 % of her wealth in a risky asset with an expected rate of return of 22% and a standard deviation of

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An investor invests 70 % of her wealth in a risky asset with an expected rate of return of 22% and a standard deviation of 22% and she puts 30% in a Treasury bill that pays 5%. What is her portfolio's standard deviation? (answer in percentage points)

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