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Business, 14.03.2020 02:08 carog24

An investor invests 30 percent of his wealth in a risky asset with an expected rate of return of 0.13 and a variance of 0.03 and 70 percent in a T-bill that pays 6 percent. His portfolio's expected return and standard deviation are and , respectively.

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An investor invests 30 percent of his wealth in a risky asset with an expected rate of return of 0.1...
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