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An investor is considering investing in a combination of risk-free asset and risky portfolio L. The risk-free rate is currently 3%. The expected return of

An investor is considering investing in a combination of risk-free asset and risky portfolio L. The risk-free rate is currently 3%. The expected return of portfolio L is 15% with the expected standard deviation of 17%. What would be the expected variance of the combination of the risk-free asset and portfolio L that will provide the investor with an expected return of 7%?

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