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You invest $10000 in a risky asset with an expected rate of return of 0 15 and a standard deviation of 0 40 and a

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You invest $10000 in a risky asset with an expected rate of return of 0 15 and a standard deviation of 0 40 and a T-bill with a rate of return of 0.05 If you have a risk aversion parameter of 3 5. What is the expected return of your complete portfolio? 5.71% O 8 27% 6.79% 11.679

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