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The market portfolio has 10% return and 16% risk. The risk-free rate is 4%. What is your portfolio risk if you allocate 80% of your
The market portfolio has 10% return and 16% risk. The risk-free rate is 4%. What is your portfolio risk if you allocate 80% of your fund in the market portfolio?
12.8%
16%
24%
14.6%
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