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Assume that you manage a risky portfolio with an expected rate of return of 0.215 and a standard deviation of 0.18. The T-bill rate is
Assume that you manage a risky portfolio with an expected rate of return of 0.215 and a standard deviation of 0.18. The T-bill rate is 0.055 A client wishes 0.65 invested in your risky portfolio and 0.35 in Treasuries. What would be the expected risk this portfolio?
Group of answer choices
0.0998
0.1109
0.1170
0.1064
0.1223
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