Consider the following information about a risky portfolio that you manage and a risk-free asset:...
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Finance
Consider the following information about a risky portfolio that you manage and a risk-free asset: Erp) = 17%, Op = 25%, 14 = 8%. Your client wants to allocate her total investment in your risky fund and the risk-free asset, with the constraint that the overall portfolio's standard deviation will not exceed 20%. The expected rate of return on her portfolio will be _%. (Note: Input your answer in XX.XX format, e.g., 10.00; round it to two decimal places if an exact decimal answer is not available.)
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