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The risk-free rate is 1%. The market portfolio has an expected return of 9% and a standard deviation of 19%. What is the expected return

The risk-free rate is 1%. The market portfolio has an expected return of 9% and a standard deviation of 19%. What is the expected return of a complete portfolio with a standard deviation of 13%?

A. 7.13% B. 6.47% C. 5.8% D. 8.24%

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