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QUESTION 11 You invest $1,000 in a complete portfolio. The complete portfolio is composed of a risky asset with an expected rate of return of

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QUESTION 11 You invest $1,000 in a complete portfolio. The complete portfolio is 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 retum 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. 90% C. 45% OD. 10%

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