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Business, 14.11.2019 03:31 nicolemaefahey

An investor invests 70% of her wealth in a risky asset with an expected rate of return of 15% and a variance of 5%, and she puts 30% in a treasury bill that pays 5%. her portfolio's expected rate of return and standard deviation are and respectively.

10%; 6.7%

12%; 22.4%

12%; 15.7%

10%; 35%

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An investor invests 70% of her wealth in a risky asset with an expected rate of return of 15% and a...
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