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A financial advisor is offering you a product with an expected return of 21% and a return standard deviation of 32%. The risk-free rate is

A financial advisor is offering you a product with an expected return of 21% and a return standard deviation of 32%. The risk-free rate is 2.7%, the market return is 16.4%, and the market volatility is 25%. How much should you invest in the risk-free asset of an optimal portfolio to obtain the same expected return? Select one: a. 33.58% b. -133.58% c. 133.58% d. -33.58%

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