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Your client, Bo Regard, holds a complete portfolio that consists of a portfolio of risky assets (A) 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 (A) and T-Bills. The information below refers to these assets. E(Rp) Standard Deviation of P T-Blll rate 12.00% 7.20% 3.60% Proportion of Complete Portfolio in P Proportion of Complete Portfolio in T-Bills 80% 20% Composition of P: Stock A Stock B Stock C Total 40.00% 25.00% 35.00% 100.00% What is the standard deviation of Bo's complete portfolio? Multiple Choice O 5.76% 6.92% 0 5.40% O 720% 4.98%
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