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You are considering investing $ 1 , 0 0 0 in a complete portfolio. The complete portfolio is composed of treasury bills that pay 4
You are considering investing $ in a complete portfolio. The complete portfolio is composed of treasury bills that pay and a risky portfolio, P constructed with risky securities X and Y The optimal weights of X and Y in P are and respectively. X has an expected rate of return of and Y has an expected rate of return of To form a complete portfolio with an expected rate of return of if the risky portfolio, P has a standard deviation of what is the standard deviation of the complete portfolio?
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