1 View Policies Current Attempt in Progress What is the standard deviation of an efficient portfolio with a 21.2 percent expected rate of return, given that RF is 6.2 percent, ERM is 9.2 percent, and om is 25.2 percent? O 252.00 percent O 126.00 percent O 116.00 percent O 47.62 percent Attempts: 0 of 3 used Submit Answer Save for Later Using multiple attempts will impact your score. 30% score reduction after attempt 1