Time Taken:0:09:14 Thomas Thompson: Attempt 1 Question 4 (1 point) If an investor borrow at risk-free rate of 2.5% and invests 110% of the funds (100% of her own funds and 10% of borrowed funds at risk-free rate) in a risky asset with an expected rate of return of 13% and a standard deviation of 24%. Her new portfolio's expected rate of return and standard deviation are and respectively. a) 15.85%: 31.2% b) 14.9%; 28.8% OC) 11.1%; 19.2% d) 14.05%; 26.4% e) 17.75%; 36% Previous Page Next Page Page 4 of 18 MacBook Air 20 000 FJ 000 74 F7 9 # $ AS % A & * 3