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Suppose the optimal risky portfolio created by a stock fund and a bond fund has a Sharpe ratio of 0.305. The two funds have a

Suppose the optimal risky portfolio created by a stock fund and a bond fund has a Sharpe ratio of 0.305. The two funds have a correlation coefficient of 0.5 and the risk-free rate is 4%. If you want to create a complete portfolio with an estimated standard deviation of 27%, what is your expected return for the complete portfolio?

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