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You have $10000 to invest. You invested $5000 in risk free T-bills and $5000 in S&P500.The SD of S&P500 is 12%. What is the SD

You have $10000 to invest. You invested $5000 in risk free T-bills and $5000 in S&P500.The SD of S&P500 is 12%. What is the SD of your $10000 investment?

a. 6%

b. 24%

c. 12%

d. 36%.

e. 3%

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