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Question

Portfolio Y has an expected return of 22 % and a standard deviation

of 20 %. A risk-free asset has a return of 8 %.


a. The expected return of an equally-weighted portfolio consisting of Y and the risk-free asset would be:


b. The standard deviation of the portfolio consisting of 50 % Y and 50 % risk-free asset is: 

Step-by-step answer

The student who asked this found it Helpful

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Subject: Business, Finance

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