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单选题 编号:2686143
1. An investor put 60% of his portfolio into a risky asset offering a 10 % return with a standard deviation of returns of 8% and put the balance of his portfolio in a risk-free asset offering 5%. What is the expected return and standard deviation of his portfolio?
  Expected return     Standard deviation
  • A.6.0%            6.8%
  • B.8.0%            4.8%
  • C.10.0%           6.6%

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