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Assume that you manage a risky portfolio with an expected rate of return of 0.115 and a standard deviation of 0.4. The T-bill rate is

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Assume that you manage a risky portfolio with an expected rate of return of 0.115 and a standard deviation of 0.4. The T-bill rate is 0.0875 A client wishes 0.75 invested in your risky portfolio and 0.25 in Treasuries. What would be the expected return for portfolio? O 0.0983 O 0.1195 O 0.1081 0.1020 O 0.1129

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