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www.bwisu.ac.uk academic-services/academic-guide/assessment-and-progress/academic-misconduct-procedure 1 3 points Suppose that you have 5.5 million and the following two opportunities from which to construct a portfolio: a. Risk-free asset

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www.bwisu.ac.uk academic-services/academic-guide/assessment-and-progress/academic-misconduct-procedure 1 3 points Suppose that you have 5.5 million and the following two opportunities from which to construct a portfolio: a. Risk-free asset earning 12% per year. b. Risky asset with expected return of 30% per year and standard deviation of 40%. If you construct a portfolio with a standard deviation of 30%, what is its expected rate of retur? 33.3 30.2 25.5 15.5 20.20

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