Question 16 3 pts The risk-free rate is 3 percent. The Market Portfolio's expected return and standard deviation are 12 percent and 20 percent respectively. If an investor invests one fourth of her portfolio in the risk-free security the other three fourths in the Market Portfolio, what is the expected return of her portfolio? 9.75 percent 7.5 percent 8.0 percent 5.25 percent Previous Next