10 pts Question 10 An investor invests 30% of his wealth in a risky asset...

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10 pts Question 10 An investor invests 30% of his wealth in a risky asset with an expected rate of return of 0.15 and a variance of 004 and 70% in a T-bill that pays 6%. His portfolio's expected return and standard deviation are and , respectively. O0.114;0.12 O 0087:006 0.295: 0.12 O 0.295:0.06 0.087: 0.12

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