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An investor wants to form a portfolio consisting of a mutual fund and treasury bills. The return on the mutual fund is normally distributed with

An investor wants to form a portfolio consisting of a mutual fund and treasury bills. The return on the mutual fund is normally distributed with a mean of 11% and a standard deviation of 30%. The return on treasury bills is 3%. The investor's goal is to have a 10% chance that the return on his portfolio is less than -20%. Find the weight for the mutual fund that attains the investor's goal.

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