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You invest 4 0 % of your wealth in risky asset A and 6 0 % in the risk - free asset. E ( r

You invest 40% of your wealth in risky asset A and 60% in the risk-free asset. E(rA) is 10% and A is 16%, while the risk-free rate is 3%. The expected return on your portfolio is while the standard deviation is
Multiple Choice
5.80%;9.60%
4.00%;6.40%
5.80%;6.40%
7.20%;9.60%
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