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You are a portfolio advisor creating a complete portfolio for a client. The client has a risk aversion (A) of 16. You have found the

You are a portfolio advisor creating a complete portfolio for a client. The client has a risk aversion (A) of 16. You have found the optimal risky portfolio, which has an expected return of 16% and a standard deviation of 10%. Assume a risk-free rate of 2%. What are the expected return and standard deviation of the complete portfolio you should recommend to your client?

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