The expected return on the market is 9% and the standard deviation of returns on the market is 4.8%. The risk-free rate of return is 3%. If you invest 75% of your funds in the market portfolio, and the balance in the risk-free asset, what is the standard deviation of the expected return from your investment? of 1 Btion x a. 4.56% b. 1.84% c 1.20% d. 3,609 Your answer is incorrect