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Suppose you are forming a portfolio using only the market index and the riskless rate. If the weight in the riskless asset is 50%, and

Suppose you are forming a portfolio using only the market index and the riskless rate. If the weight in the riskless asset is 50%, and the standard deviation of the market index return is 17%, determine the standard deviation of the portfolio's return.

Report your answer as a percentage rounded to two decimal places.

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