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Business, 22.04.2020 17:22 deagupta

You invest 70% of your money on a stock with expected return of 15% and standard deviation of 22%. The rest of your money is invested in T-bills with expected return of 7%. The expected return and standard deviation of your complete portfolio are a. 12.6% and 15.4%. b. 15% and 22%. c. 7% and 0%. d. 11% and 11%. e. None of the above option is correct.

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You invest 70% of your money on a stock with expected return of 15% and standard deviation of 22%. T...
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