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Given the following information calculate the standard deviation of returns of a portfolio that combines government bonds with the market portfolio. Rm = .11with Rf

Given the following information calculate the standard deviation of returns of a portfolio that combines government bonds with the market portfolio.

Rm = .11with

Rf = .05

Standard Deviation of market return = 0.11

Enter your answer as a decimal accurate to three decimal places.

Proportion invested in Rm = 0.5

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