What is the overall standard deviation

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You have invested in a combination of the Gecko Fund (which has a Sharpe ratio of 0.415) and the risk free asset. If the risk-free rate is 2.7% and your overall expected rate of return (considering both the investment in Gecko and the risk-free asset) is 10.5%, what is the overall standard deviation you face? Note this is not asking for the standard deviation for the Gecko Fund alone...rather, what is the standard deviation you face overall considering that you have invested in both Gecko and the risk-free asset? Round and express your answer to the nearest four decimal places (e.g., if you find the expected return is 12.345% then you should enter 0.1235).

Reference no: EM132951583

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