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Suppose that you build a portfolio that consists of a risky asset with an expected return of 30% and a riskless asset where the riskless

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Suppose that you build a portfolio that consists of a risky asset with an expected return of 30% and a riskless asset where the riskless rate is 1%. The return volatility of the portfolio is 45%. Your portfolio share in the risky asset is 55%. What is the risky asset's return variance? A. 0.8100 B. 0.9546 C. 0.6694 O D.0.3600

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