Question: Question 3 (10 points) Suppose there are two assets. There is a riskfree investment that yields a return of 4% and a risky asset that

Question 3 (10 points) Suppose there are two assets. There is a riskfree investment that yields a return of 4% and a risky asset that has an expected return of 15% and a standard deviation of 20%. You invest 30% of your portfolio into the risky asset and the remainder into the risk-free asset. What is the volatility of the portfolio return? C] 0% O Cannot be determined. You need to know the correlation. (:1 15% (:1 10.5% (:1 6%

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