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Asset Expected Return Standard Deviation F (risk-free asset) 3% -- A (risky asset) 10% 20% I create a portfolio, C, from risk-free asset, F, and
Asset | Expected Return | Standard Deviation |
F (risk-free asset) | 3% | -- |
A (risky asset) | 10% | 20% |
I create a portfolio, C, from risk-free asset, F, and risky asset, A, such that expected return is 11.82%.
The weight of risk-free asset, F, in portfolio C is _______________________ %.
(round your answer to 2 decimals)
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