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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 500 ETF and T-bills. The ETF has an expected rate of return of 8% and a variance of 2.40%, and the T-bills have an expected return of 5%. If the investor wishes to create a compete portfolio with an expected standard deviation of 17%, how much of the complete portfolio should be invested in the S&P 500 ETF?
25% ETF weight 50%
50% ETF weight 75%
75% ETF weight 100%
100% ETF weight
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