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Your client has $10M to invest in 2 assets: a risky asset and a risk-free asset. The risky asset has an expected return of 10

Your client has $10M to invest in 2 assets: a risky asset and a risk-free asset. The risky asset has an expected return of 10 percent and a standard deviation of 35 percent. The risk free asset has an expected return of 3 percent. The maximum standard deviation your client will accept is 30 percent. What is the highest expected return you can achieve for the portfolio?

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