An investor invests 60% of her wealth in a risky asset with an expected rate of return of 20% and a variance of 25% and she puts 40% in a treasury bill that pays 5%. her portfolio's expected rate of return and standard deviation are
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Home » Business » An investor invests 60% of her wealth in a risky asset with an expected rate of return of 20% and a variance of 25% and she puts 40% in a treasury bill that pays 5%. her portfolio's expected rate of return and standard deviation are