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An investor can choose to allocate her investment into a risky portfolio and the risk-free rate....

An investor can choose to allocate her investment into a risky portfolio and the risk-free rate. The risky portfolio has an expected return of 18.3 percent and a standard deviation of 21.0 percent. The risk-free rate is 8.4 percent. The investor targets a complete portfolio with an expected return of 14 percent. The standard deviation of this complete portfolio is

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