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Suppose you require that your ( complete ) portfolio to yield an expected return of 1 1 . 0 % and that it be efficient

Suppose you require that your (complete) portfolio to yield an expected return of 11.0%
and that it be efficient (that is, lie on the best feasible CAL).
(i) What is the standard deviation of your portfolio?
(ii) What is the proportion invested in the MMF and in each of the two risky funds?

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