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You invest $200 in a risk-free asset and $800 in a risky portfolio. The risk -free rate is 4%. The risky portfolio has an expected

You invest $200 in a risk-free asset and $800 in a risky portfolio. The risk -free rate is 4%. The risky portfolio has an expected return of 12% and a volatility of 20%. What is the volatility of your portfolios return?

20%

12%

4%

16%

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