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26 of 33 M You invest $100 in a risky asset with an expected rate of return of 0.29 and a standard deviation of 0.45

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26 of 33 M You invest $100 in a risky asset with an expected rate of return of 0.29 and a standard deviation of 0.45 and a T-bill with a rate of return of 0.05. What percentages of your money must be invested in the risk-free asset and the risky asset, respectively, to form a portfolio with a standard deviation of 0.02? Oa95 6% and 44% Ob 21.5% and 225% OC 46.7% and 53 3% Od 60% and 40% O: Not enough information is provided to answer this question Unsure

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