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Kelly Smart manages a risky portfolio with an expected rate of return of 24% and a...

Kelly Smart manages a risky portfolio with an expected rate of return of 24% and a standard deviation of 35%. The T-bill rate is 5%. Kelly's client, Tom Tenge, decides to invest in her risky portfolio a proportion (y) of his total investment budget so that his overall portfolio will have an expected return of 16%. The remainder of his budget (1-y) is invested in T-bill. What is the standard deviation of Tom's overall portfolio?

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