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Suppose that a risky portfolio has an expected return of 12.6% and a standard deviation of 17.3%. T- Bills will offer a return of 4.9%.

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Suppose that a risky portfolio has an expected return of 12.6% and a standard deviation of 17.3%. T- Bills will offer a return of 4.9%. Your coefficient of risk aversion is 1. What weight will you put on the risky portfolio? Answer in decimal form (e.g., for 50% put 0.5 not 50; for 100% put 1), and round to the nearest four decimal places

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