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Your client, Bo Regard, holds a complete portfolio that consists of a portfolio of risky assets (P) and T-Bills. The information below refers to these

Your client, Bo Regard, holds a complete portfolio that consists of a portfolio of risky assets (P) and T-Bills. The information below refers to these assets (Warning! Read Carefully)

E(Rp) See Below
std of P 55%
T-bill rate 2%
% invested in P 75%
% invested in T-bills 25%
Composition of P:
Stock A 30% 7%
Stock B 40% 10%
Stock C 30% 6%
Total 100% ?

What is the standard deviation of Bo's complete portfolio?

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