The expected return on the market is 11% and the standard deviation of returns on the market is 4.8%.  The risk-free rate of return is 5%.  If you invest 75% of your funds in the market portfolio, and the balance in the risk-free asset, what is the standard deviation of the expected return from your investment? a. 3.60% b. 3.05% c. 1.20% d. 1.91%

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