8. Refer to Step 3.3. In the "Constrained" or "Long Only" version of the optimal risky portfolio, what is the portfolio standard deviation? Write your answer as a percentage, with no percentage symbol ("%"), rounded to the nearest hundredth percentage point (e.g., you would write "48.1234%" as "48.12", not "0.481234").
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Step 1: Identify the given information We are given that we need to find the portfolio standard deviation for the "Constrained" or "Long Only" version of the optimal risky portfolio. Show more…
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