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You invest $100,000 in a complete portfolio. The complete portfolio is composed of a risky asset with an expected rate of return of 10% and
You invest $100,000 in a complete portfolio. The complete portfolio is composed of a risky asset with an expected rate of return of 10% and a standard deviation of 30% and a treasury bill with a rate of return of 2%. If 80% of your complete portfolio is invested in the risky asset and 20% invested in treasury bill, What is the risk (standard deviation) of your complete portfolio?
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