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Security Expected Return Beta Standard Deviation of Returns 2.5 0.50 B 8% 0.10 1.6 0.50 Risk-free 0.5% Market Index 6% Consider a portfolio that contains

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Security Expected Return Beta Standard Deviation of Returns 2.5 0.50 B 8% 0.10 1.6 0.50 Risk-free 0.5% Market Index 6% Consider a portfolio that contains security C and the risk-free asset. The portfolio weight for the risk-free security is -80%. What is the portfolio weight for security C (Answer in percentages to 2 decimal places. e.g. "10.23

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