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Assume that a portfolio consists of two assets; risky and risk free asset. What is the weight of the risky asset in a portfolio with

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Assume that a portfolio consists of two assets; risky and risk free asset. What is the weight of the risky asset in a portfolio with a variance of 0.005625, given that the stock market index has an expected return of 10% and a standard deviation of 0.127. The T.Bills rate is 2% and its standard deviation is zero

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