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The risk-free rate is 5.25%. The expected return on the market is 12% with a standard deviation of 18%. What is the standard deviation of

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The risk-free rate is 5.25%. The expected return on the market is 12% with a standard deviation of 18%. What is the standard deviation of an efficient portfolio with a 16% expected return? 7.33% 10.12% 28.67% 19.11%

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