* Question Completion Status: QUESTION 13 1.25 points Save Ans A risk-free asset has a return of 5%. A risky portfolio has an expected return of 10% and a standard deviation of return of 20%. If you want to form a complete portfolio from these two assets, and you want this portfolio to have an expected return equal to 10%, what must you do? Assume that all borrowing and lending can be done at the risk free rate. lend at the risk free rate. invest 100% of your portfolio in the risky portfolio. O short sell the risky portfolio. borrow at the risk free rate. Save and Sub Click Save and Submit to save and submit. Click Save All Answers to see all answers 228 P 10/29/2 to search