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An investor invests 80% of her portfolio in a risky asset with an expected rate of return of 18% and a standard deviation of 25%.
An investor invests 80% of her portfolio in a risky asset with an expected rate of return of 18% and a standard deviation of 25%. The investor invests the remaining 20% of her portfolio in a Treasury bill with a 4% rate of return. Her portfolio's expected rate of return and standard deviation are ____________ and ____________, respectively.
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