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An investor can create a complete portfolio comprised of an S&P 5 0 0 ETF and T - bills. The ETF has an expected rate
An investor can create a complete portfolio comprised of an S&P ETF and Tbills. The ETF has an expected rate of return of and a variance of and the Tbills have an expected return of If the investor wishes to create a compete portfolio with an expected standard deviation of how much of the complete portfolio should be invested in the S&P ETF?
ETF weight
ETF weight
ETF weight
ETF weight
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