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You have constructed the following portfolio. (Note that the percentages between parentheses represent the weights.) Assume that the expected return and risk on the overall portfolio are respectively equal to 17% and 26%. The risk-free rate is 7%. AXA (40%) Risky (80%) DOT (25%) Overall Portfolio CARD (? %) Risk-Free (20%) T-Bills (100%) 3. What is your risk on the optimized portfolio? OA) 0% O B) 6.4% O C C) 26% O D) 17% O E) None of the above