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What is the risk of a portfolio with the following characteristics: The standard deviation of the market index is 25 per cent. The weight of

What is the risk of a portfolio with the following characteristics: The standard deviation of the market index is 25 per cent. The weight of the risk free rate in the portfolio is 0.30. The weight of Market index is 0.70.

Group of answer choices

A. 17%

B. 17.5%

C. 18%

D. 18.5%

E. 18.75%

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