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An investor invests 25% of her wealth in the optimal portfolio of risky assets ...
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An investor invests 25% of her wealth in the optimal portfolio of risky assets P* with an expected rate of return of 0.17 and a variance of 0.08. The risk-free rate is 0.045. Her optimal complete portfolio C* has an expected return and standard deviation of _________ and _________, respectively.
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