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With an investment principal of $100, you are building a portfolio of risky asset P and riskfree asset F. The expected return of your target

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With an investment principal of $100, you are building a portfolio of risky asset P and riskfree asset F. The expected return of your target portfolio should be 20% (p.a.). Then, what will be the volatility(6) of your target portfolio? (1) 12%; (2) 14%; (3) 16%; (4) 18%; (5) 20%; (6) 22%; (7) 24%; (8) 26%; Risky Riskfree (P) (F) 16% 5% E(r) StDev(r) 16% 0

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