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Find out what percent of Mr. Karims capital would be invested in the portfolio of risky Asset, P, given the following information: Expected return of

Find out what percent of Mr. Karims capital would be invested in the portfolio of risky Asset, P, given the following information:

Expected return of P is 20%;

Standard deviation of P is 30%;

Risk-free rate of return is 8%; and

M r. Karims coefficient of risk aversion is 5.

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