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Consider the following information about a risky portfolio that you manage and a risk - free asset: E ( r p ) = 1 5

Consider the following information about a risky portfolio that you manage and a risk-free asset: E(rp)=15%,p=22%,rf=5%.
a. Your client wants to invest a proportion of her total investment budget in your risky fund to provide an expected rate of return on her overall or complete portfolio equal to 6%. What proportion should she invest in the risky portfolio, P, and what proportion in the riskfree asset? (Do not round intermediate calculations. Round your answer to 2 decimal places.)
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