Question 25 Not yet saved Marked out of 2.00 Flag question The risk-free rate is equal to 1%. The tangency portfolio has a Sharpe Ratio of 0.4. Tracy holds a portfolio with an expected return of 12.72%. The portfolio has 50 % in the risk-free asset and the rest in the tangency portfolio. The standard deviation of the tangency_portfolio is %. Answers must be entered with 2 decimal places and no dollar signs, e.g. 6 as 6.00; 32.346 as 32.35