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Assume that you manage a risky portfolio with an expected rate of return of 1 2 % and a standard deviation of 1 5 %

Assume that you manage a risky portfolio with an expected rate of return of 12% and a standard deviation of 15%. The T-bill rate is 5%. Suppose your client decides to invest in your risky portfolio a proportion (y) of his total investment budget, with the remainder in a T-bill money market fund, aiming for an overall portfolio with an expected rate of return of 10%. What is the weight of the money market fund?
Group of answer choices
52.4%
28.57%
71.43%
46.78%
35.5%

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