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An investor wishes to construct a portfolio by borrowing 15% of his original wealth at the risk-free rate and investing in a stock index. The

An investor wishes to construct a portfolio by borrowing 15% of his original wealth at the risk-free rate and investing in a stock index. The return on the risk-free asset is 3% and the expected return on the stock index is 20%. Calculate the standard deviation and sharpe ratio of the portfolio

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