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Question 17 1 pts You compute the optimal risky portfolio to have the expected return of 12% and standard deviation of 20%. The risk free

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Question 17 1 pts You compute the optimal risky portfolio to have the expected return of 12% and standard deviation of 20%. The risk free rate is 4%. What will be the standard deviation of the complete portfolio of risk free asset and the optimal risk portfolio, for a risk averse investor with risk aversion index A-6. 1.11 3.33 5.67 6.67 None of above

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