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A stock portfolio has the following history of returns for the past five years: Year..................................Return 2015..................................-18.5% 2016.....................................5.0% 2017..................................27.0% 2018..................................-4.5% 2019..................................17.0% An investor wants to create

A stock portfolio has the following history of returns for the past five years:
Year..................................Return
2015..................................-18.5%
2016.....................................5.0%
2017..................................27.0%
2018..................................-4.5%
2019..................................17.0%

An investor wants to create an complete portfolio combining Treasury bills and the risky stock portfolio you found in Treasury bills offer a return of 1%. If the investor wants a portfolio that has a standard deviation of 20%, what weights will she need to put on the two assets in her portfolio?


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