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Investor Z decides to invest a total of $1,000,000. He decides to invest 20% in riskless asset and the rest in the risky asset portfolio.

Investor Z decides to invest a total of $1,000,000. He decides to invest 20% in riskless asset and the rest in the risky asset portfolio. Suppose that Investor Z needs to invest 40% in risky asset Equity D and the rest in risky asset Equity E in order to construct the optimal tangent portfolio. How much should Investor Z invest in Equity D?

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