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A risky asset has an expected return of 20% and a standard deviation of 16%. The Treasury bill has a rate of 6%. What proportion
A risky asset has an expected return of 20% and a standard deviation of 16%. The Treasury bill has a rate of 6%. What proportion (weight) should be invested in the risky asset to form a complete portfolio with a standard deviation of 6.60%. a. 39%
b. 47%
c. 35%
d. 41% show formula and all work in excel
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