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Suppose portfolio ABC has a standard deviation of 19% and an expected return of 9. The risk-free rate is 3%. Consider an investor wishing to

Suppose portfolio ABC has a standard deviation of 19% and an expected return of 9. The risk-free rate is 3%. Consider an investor wishing to use ABC and the risk-free asset to achieve an expected return of 8%. What will be the overall standard deviation this investor faces?

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