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Consider a risky portfolio with expected rate of return of 0.21 and standard deviation of 0.35. The T-bill rate is 0.05. Suppose that you decide
Consider a risky portfolio with expected rate of return of 0.21 and standard deviation of 0.35. The T-bill rate is 0.05. Suppose that you decide to invest in the risky portfolio a proportion y of the total investment budget so that the overall portfolio will have an expected rate of return of 0.10. Round your answer to two decimal places. (Note, you answer should be 0.XX).
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