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11. (20 points) Complete Portfolio You invest $10,000 in a complete portfolio, which is composed of a risky asset with an expected rate of return
11. (20 points) Complete Portfolio You invest $10,000 in a complete portfolio, which is composed of a risky asset with an expected rate of return of 15% and a standard deviation of 20%, and a risk-free asset with a rate of retum of 5% 1. How much money should you invest in the risky asset if you want your complete portfolio to have an expected return of 11%? 2. How much should you invest in the risky portfolio if you want your complete portfolio to have a standard deviation of 9%? 3. How much money should you invest in the risk asset if you want your complete portfolio to have an expected value of S1200? 4. Please draw the capital allocation line
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