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How much should you invest in Y so that your portfolio will have a risk of 13%, given the following: X Y E[r] 8% 18%

How much should you invest in Y so that your portfolio will have a risk of 13%, given the following:

X Y
E[r] 8% 18%
St.Dev 10% 20%

The correlation between the returns of the two assets is 0.

Answer in decimal form and, if you have two answers report the one that will produce the higher expected returns.

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