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Question 8 4 pts You invest $100 in a risky asset with an expected rate of return of 0.12 and a standard deviation of 0.15

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Question 8 4 pts You invest $100 in a risky asset with an expected rate of return of 0.12 and a standard deviation of 0.15 and a T-bill with a rate of return of 0.05. What percentages of your money must be invested in the risk-free asset and the risky asset, respectively, to form a portfolio with a standard deviation of 0.06? O 30% and 70% O 50% and 5OX 60% and 40% 40% and 60% cannot be determined MacBook Air

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