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The return on the risky portfolio is 15%. The risk-free rate is 3%. The standard deviation of return on the risky portfolio is 20%. For

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The return on the risky portfolio is 15%. The risk-free rate is 3%. The standard deviation of return on the risky portfolio is 20%. For a risk-averse investor with a risk aversion of A = 4: 1) What is the preferred capital allocation for the risky portfolio? 2) What is the expected return of the complete portfolio? 3) What is the standard deviation of the complete portfolio

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