Question: Security Expected Return Beta Standard Deviation of Returns A 1.5 0.55 B 9% 0.30 C 1.5 0.55 D 5.4% 0.40 0.35 Risk-Free 0.5% Market Index

Security Expected Return Beta Standard Deviation of Returns
A 1.5 0.55
B 9% 0.30
C 1.5 0.55
D 5.4% 0.40 0.35
Risk-Free 0.5%
Market Index 9%

What is the standard deviation of returns for a portfolio of 20% risk-free asset and 80% of Asset C (round to 2 decimal places)

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