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18. You are considering investing $10,000 in a combination of portfolion A and T-bills. Portfolio A has a standard deviation of 20% per year, and

18. You are considering investing $10,000 in a combination of portfolion A and T-bills. Portfolio A has a standard deviation of 20% per year, and an expected rate of return exceeding the T-bill rate. You want to be exposed to a standard deviation of 15% at most, and you want the highest expected return. How much would you invest in portfolio A? A) $2,500 B)$7,500 C) $0 D) more information is needed

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