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Based on the information below, what is the weight of the market portfolio that is structured to produce a return of 20%? Market (Optimal) Portfolio

Based on the information below, what is the weight of the market portfolio that is structured to produce a return of 20%? Market (Optimal) Portfolio has expected return of 12% and a standard deviation of 20% The risk-free asset has an expected return of 4%

Please round your answer to 2 decimal places and omit the percentage sign. Ex. 2.34

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