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QUESTION 10 You invest $10,000 in a complete portfolio. The complete portfolio is composed of a risky asset with an expected rate of return of
QUESTION 10 You invest $10,000 in a complete portfolio. The complete portfolio is composed of a risky asset with an expected rate of return of 15% and a standard deviation of 21% and a Treasury bill with a rate of retum of 5%. How much money should be invested in the risky asset to form a portfolio with an expected return of 11%? O A $6,000 B. $4,000 C. $7,000 O D. $3,000
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