Multiple Choice
An investor invests 35% of his wealth in a risky asset with an expected rate of return of 0.18 and a variance of 0.10 and 65% in a T-bill that pays 4%. His portfolio's expected return and standard deviation are __________ and __________, respectively.
A) 0.089; 0.111
B) 0.087; 0.063
C) 0.096; 0.126
D) 0.087; 0.144
Correct Answer:
Verified
Correct Answer:
Verified
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