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F15 sure 1 A portfolio consists of only the market portfolio (with an expected return of 16.2% and a standard deviation of 15.2%) and

 

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F15 sure 1 A portfolio consists of only the market portfolio (with an expected return of 16.2% and a standard deviation of 15.2%) and the risk-free asset. The risk-free rate is 4.5%. If the target expected return of this portfolio is 18%, what is the weight for the risk-free asset? The weight for the risk-free asset is %. Note: Please retain at least 4 decimal places in your calculations and at least 2 decimal places in your final answer. Mark

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