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A managed portfolio has a standard deviation equal to 27% and a beta of 0.60 when the market portfolio's standard deviation is 44%. The adjusted

A managed portfolio has a standard deviation equal to 27% and a beta of 0.60 when the market portfolio's standard deviation is 44%. The adjusted portfolio P* needed to calculate the M2 measure will have ________ invested in the managed portfolio and the rest in T-bills.

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