Question: rou are considering two mutual funds. The first is a stock fund with an expected return of 20% and a variance of 0.36 . The

 rou are considering two mutual funds. The first is a stock

rou are considering two mutual funds. The first is a stock fund with an expected return of 20% and a variance of 0.36 . The econd is a T-bill money market fund that generates a sure rate of 1%. If you want to create a portfolio that yield an expected eturn of 22%, what is the standard deviation of your portfolio? A. 0,781 B. 0.235 C. 0.440 D. 0.663

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