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he information contained in the table below shows the expected return and standard deviation for a risky asset and risk - free asset. Asset Expected

he information contained in the table below shows the expected return and standard deviation for a risky asset and risk-free asset.
Asset Expected Return Risk (Standard Deviation)
Risky Asset 13.00%27.00%
Risk-Free Asset 2.50%0.00%
Coefficient of Risk Aversion
1.0
Required:
Using the information in the tables above, determine the optimal allocation to the risky asset. Use the MIN functions to ensure no leverage is deployed.
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