Question: Using the ideas from the problems above, you make a portfolio of a risky asset with expected return 1 and standard deviation of return 1

Using the ideas from the problems above, you make a portfolio of a risky asset with expected return 1 and standard deviation of return 1 and a risk free asset with interest rate r, with weight w1 in the risky asset and 1w1 in the risk free asset determine simple formulae for the expected return standard deviation of the return of the portfolio

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