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The expected return and volatility for the market portfolio are 0.12 and 0.29, respectively. The current T-Bill rate is 0.05. What is the volatility of

The expected return and volatility for the market portfolio are 0.12 and 0.29, respectively. The current T-Bill rate is 0.05. What is the volatility of a portfolio consisting of $45,000 in the market portfolio and $11,000 in T-Bills? Enter your answer as a decimal and 4 decimal places. For example, if your answer is 6.75%, enter .0675.

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