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You invest in a complete portfolio .The risky asset has a standard deviation of 20%, and an expected return of 12%, and the risk-free rate

You invest in acomplete portfolio.The risky asset has a standard deviation of 20%, and an expected return of 12%, and the risk-free rate (of return) is 3%. Based on your risk tolerance, 2/3 of your portfolio is invested in the risky asset, and the rest is invested in the risky-freeasset.What is theportfolio's standard deviation?

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