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Your optimal portfolio has an expected return of 13% and a standard deviation of 20%. You are risk averse, and want a portfolio with a

Your optimal portfolio has an expected return of 13% and a standard deviation of 20%. You are risk averse, and want a portfolio with a standard deviation of 8%. So you construct a complete portfolio with 40% the risky portfolio and 60% the risk-free asset. The risk-free rate is 4%. What is the expected return of the complete portfolio?

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