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Assume that the expected return on risky portfolio Z is 0 . 2 1 2 8 , with the standard deviation at 0 . 2

Assume that the expected return on risky portfolio Z is 0.2128, with the standard deviation at 0.22. The expected risk-free rate is 0.039. If
the investor chooses to borrow 100% of their capital and invest it all in portfolio Z at the risk-free rate what is the expected portfolio return?
Enter percentages as a decimal to four decimal places without the % sign. (eg; enter 12.41% as 0.1241)

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