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Question 57 (2.5 points) An Investor allocates 15% of his portfolio to T-Bills with an interest rate of 0.5%, and the remainder to a risky

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Question 57 (2.5 points) An Investor allocates 15% of his portfolio to T-Bills with an interest rate of 0.5%, and the remainder to a risky portfolio with an expected rate of return of 12.0% and a standard deviation of 17.5%. The excess return on the complete portfolio is and its standard deviation is 10.28%, 14.88% 8.78%, 12.78% 9.78%, 14.88% 10.28%, 15.23%

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