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Jack plans to allocate his investment fund into a risky portfolio and a risk-free asset. The risky portfolio has an expected return of 17% and

Jack plans to allocate his investment fund into a risky portfolio and a risk-free asset. The risky portfolio has an expected return of 17% and a standard deviation of 20%. The risk-free rate is 7%. Jack targets a complete portfolio with an expected return of 12%. The standard deviation of this complete portfolio is?

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