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Assume you want an expected return of 8%. Your risky portfolio has an expected return of 9.6% and a standard deviation of 14%. The risk-free
Assume you want an expected return of 8%. Your risky portfolio has an expected return of 9.6% and a standard deviation of 14%. The risk-free asset has a 4% return. You want to create a complete, combined, portfolio that is as efficient as possible with these assets. How much should be invested in the risky asset portfolio, y?
Show your final answer as a percentage with 2 decimal places, without the % sign. For example, 47.27.
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