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please show work and reasoning :) Asset Allocation Between Risky and Riskless Investments You have a risky portfolio with a beta of 11. You wish

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Asset Allocation Between Risky and Riskless Investments You have a risky portfolio with a beta of 11. You wish to reduce the portfolio beta to 0.2. In order to do this you will change your asset allocation and add risk free government bonds. What percentage of your investment should be in government bonds and what percentage should be in the risky portfolio to accomplish your goal? 11.36% 0 16.1% 081896 22.28%

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