Question: Please show work for thumbs up:) A stock has an expected return of 16% with a standard deviation of 0.20. Assume you can borrow and

Please show work for thumbs up:)

Please show work for thumbs up:) A stock has an expected return

A stock has an expected return of 16% with a standard deviation of 0.20. Assume you can borrow and lend risk-free at 5%. Assume your portfolio can include this one risky asset and/or the risk-free investment. What is the expected return and standard deviation of a portfolio for an investor with 50% of her wealth in the risky asset and 50% in the risk-free investment

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