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Assume that the risk-free rate is 2%. The optimal risky portfolio has an expected return of 10% with a standard deviation of 15%. You invest

Assume that the risk-free rate is 2%. The optimal risky portfolio has an expected return of 10% with a standard deviation of 15%. You invest 90% in the risky portfolio, with the remainder in the risk-free rate. What is the expected return for the complete portfolio?

Group of answer choices

2%

10%

7.4%

9.2%

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