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We have formed the optimal complete portfolio using the risk-free asset and a point on the efficient frontier. Risk-free rate is 3% and the optimal
We have formed the optimal complete portfolio using the risk-free asset and a point on the efficient frontier. Risk-free rate is 3% and the optimal risky portfolio pays an expected return of 10% with a standard deviation of 20%. If portfolio B's expected return is 15%, what is the lowest possible value for the standard deviation of portfolio B? (Enter is as %)
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