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Assume that an investor invests all of her wealth ($1000) in a risky portfolio with expected return of 19.38% and standard deviation of 3.12%. She

Assume that an investor invests all of her wealth ($1000) in a risky portfolio with expected return of 19.38% and standard deviation of 3.12%. She borrows an additional $377 dollars at the risk-free rate of 2.82%, which she also invests in the risky portfolio.

The expected standard deviation for her complete portfolio = %

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