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choose the correct option please 7. The expected rate of return of the securities market portfolio is 10%, and the standard deviation is 20%. Investor
choose the correct option please
7. The expected rate of return of the securities market portfolio is 10%, and the standard deviation is 20%. Investor A uses its own funds of 1 million yuan and borrowed funds of 400,000 yuan at a risk-free interest rate of 6% to invest in market securities. Investor A The standard deviation is () A. 24%
B. 28%
C. 26%
D. 22.4%
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