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a. 44.73% b. 60.73% c.52.05% d.22.73% You invest $1,000 in a complete portfolio. The complete portfolio is composed of a risky asset with an expected

a. 44.73%
b. 60.73%
c.52.05%
d.22.73%
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You invest $1,000 in a complete portfolio. The complete portfolio is composed of a risky asset with an expected rate of return of 1996 and a standard devation of 22% and a treasury bill with a rate of return of 7%. of your complete portfolio should be inversted in the risky portfolio if you want your complete portfolio to have as standard deviation of 5%. Multiple Choice 44736 6073% 5205%

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