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An investor invests 80% of her wealth in a risky asset with an expected rate of return of 15% and a variance of 5%, and

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An investor invests 80% of her wealth in a risky asset with an expected rate of return of 15% and a variance of 5%, and she puts 20% in a Treasury bill that pays 5%. Her portfolio's expected rate of return and standard deviation are __and respectively. OA. 10%; 6.7% OB.12%; 22.4% OC. 12%; 15.7% OD.13%; 17.89%

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