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You invest $10,000 in a portfolio composed of a risky asset with an expected rate of return of 15% and a standard deviation of 20%
You invest $10,000 in a portfolio composed of a risky asset with an expected rate of
return of 15% and a standard deviation of 20% and risk-free Treasury bills (Tbills)
with a rate of return of 5%. What is the standard deviation of the portfolio that earns
20% expected return?
30%
10%
20%
15%
5%
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