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Suppose that there are two riskyr assets, C- and D, the tangents},r portfo lio is mitt? and 4U%D, and the expected return and standard deviation

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Suppose that there are two riskyr assets, C- and D, the tangents},r portfo lio is mitt? and 4U%D, and the expected return and standard deviation of the return on the tangeney port folio are 5% and t] respectively. Suppose also that the riskfree rate is 2%. If you want the standard de viation of your return to he 5%, what proportion of your capital should he in the riskfree asseti asset C", and asset D

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