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Business, 19.02.2020 04:59 weeblordd

An investor invests 30 percent of his wealth in a risky asset with an expected rate of return of 0.15 and a variance of 0.04 and 70 percent in a T-bill that pays 6 percent. His portfolio's expected return and standard deviation are and , respectively.

A. 0.114; 0.12

B. 0.087; 0.06

C. 0.295; 0.12

D. 0.087; 0.12

E. none of the above

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