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Suppose you invest 75% of your assets in a market portfolio with an expected return of 12 percent and a standard deviation of returns of

Suppose you invest 75% of your assets in a market portfolio with an expected return of 12 percent and a standard deviation of returns of 20 percent, and you invest the remaining 25% of your assets in a risk-free asset which has an interest rate of 4 percent.

What return would you expect?

Write your answer as a percent to the nearest percent (XX)%

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