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You invest in a risky asset with an expected rate of return of 13% and a standard deviation of 34% and a T-bill with a

You invest in a risky asset with an expected rate of return of 13% and a standard deviation of 34% and a T-bill with a rate of return of 2%. What will be the standard deviation to an investor who borrows $600 in addition to his $1000 of his own to invest in the risky asset? [Show your work with formulas. Provide your answer in percent, rounded to two decimals, omitting the % sign.]

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