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Please share detail steps 5. You invest $1,000 in a complete portfolio. The complete portfolio is a composed of a risky asset with an expected
Please share detail steps
5. You invest $1,000 in a complete portfolio. The complete portfolio is a composed of a risky asset with an expected rate of return of 16% and a standard deviation of 20% and a Treasury bill with a rate of return of 6%. of your complete portfolio should be invested in the risky portfolio if you want your complete portfolio to have a standard deviation of 9%. A. 100% B. 55% C. 45% D. 15% QUESTION 6 6. You are considering investing $1,000 in a complete portfolio. The complete portfolio is composed of Treasury bills that pay 5% and a risky portfolio, P, constructed with two risky securities, X and Y. The optimal weights of X and Y in P are 60% and 40%, respectively. X has an expected rate of return of 14%, and Y has an expected rate of return of 10%. To form a complete portfolio with an expected rate of return of 11%, you should invest of your complete portfolio in Treasury bills. A. 19.00% B. 25.50% C. 36.00% D. 50.00%Step by Step Solution
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