Question: help please,,, If there is a risky asset with a standard deviation of 0.47, what would be the standard deviation of a portfolio with a
help please,,,


If there is a risky asset with a standard deviation of 0.47, what would be the standard deviation of a portfolio with a weight of 0.5 on the risky asset, and a weight of 1-0.5 on the risk free asset? What return would an investor with a risk aversion of A=8 require on an investment with a standard deviation of 0.39, if the riskfree rate is 0.010? The risk free rate is 0.027. If there is a risky asset with an expected return of 0.26, what would be the expected return on a portfolio with a weight of 0.2 on the risky asset, and a weight of 10.2 on the risk free asset
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