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The investment proportions for each fund in the optimal risky portfolio are W S = .7273, W B =.2727. 1. You require that your portfolio

The investment proportions for each fund in the optimal risky portfolio are WS = .7273, WB=.2727.

1. You require that your portfolio yield an expected return of 9%, and that it be efficient on the best feasible CAL. What is the standard deviation of your portfolio?

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