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Please show all work using no excel Question 4 Given that the risk-free rate is 5%, the expected return on the market portfolio is 20%,

image text in transcribedPlease show all work using no excel

Question 4 Given that the risk-free rate is 5%, the expected return on the market portfolio is 20%, and the standard deviation of returns to the market portfolio is 20%, answer the following questions: a. You have $100,000 to invest. How should you allocate your wealth between the risk free asset and the market portfolio in order to have a 15% expected return? b. What is the standard deviation of your portfolio in (a)

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