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Asset Allocation Across Risky and Risk Free Portfolios An investor finds that the risk free rate = 3.60% when the expected return and standard deviation
Asset Allocation Across Risky and Risk Free Portfolios An investor finds that the risk free rate = 3.60% when the expected return and standard deviation of a risky portfolio is 9% and 28% respectively. If the investor places 40.00% of their money in the risky portfolio and the rest in the risk free asset the resulting complete portfolio expected return is ______ and the standard deviation is ______. Multiple Choice 5.11%; 9.14% 5.76%; 11.20% 3.60%; 7.20% 7.42%; 8.94%
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