What is the standard deviation of this portfolio

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You have 200 to invest and can borrow and lend at the risk free rate of 4%. The market portfolio offers an expected rerun of 12% and a standard deviation of 20%. 

Using borrowing, lending, and investing in the market portfolio, how can you construct a portfolio to achieve an expected return of 20% and what is the standard deviation of this portfolio.

Reference no: EM132491741

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