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If you invest half of your fund in a risky asset (market portfolio) and half in a risk free asset, which of the following is
If you invest half of your fund in a risky asset (market portfolio) and half in a risk free asset, which of the following is true?
A. You will have half of the risky asset's return and half the market risk.
B. You will have half the risky asset's return and half of the risk free asset's return and no risk.
C.You will have half of the risky and risk free asset's return and half of the market risk.
D. You will have half of the risky and risk free asset's return and no risk.
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