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QUESTION 1 Suppose that you build a portfolio that consists of a risky asset with an expected return of 30% and a riskless asset where

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QUESTION 1 Suppose that you build a portfolio that consists of a risky asset with an expected return of 30% and a riskless asset where the riskless rate is 1%. The return volatility of the portfolio is 45%. Your portfolio share in the risky asset is 50%. What is the risky asset's return variance? O A.0.8100 OB.0.6694 OC 0.3600 OD.0.9546

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