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In a portfolio consisting of the risk free asset and/or a risky asset, what is the expected return and standard deviation if you borrow 25%
In a portfolio consisting of the risk free asset and/or a risky asset, what is the expected return and standard deviation if you borrow 25% of your net worth by selling short the risk free asset and invest the proceeds in the risky asset, given the following? Rm = .15 Rf = .05 om = .2
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