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Suppose that you have found the optimal risky combination using all risky assets available in the economy, which has an expected return of 0.11 and

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Suppose that you have found the optimal risky combination using all risky assets available in the economy, which has an expected return of 0.11 and standard deviation of 0.27. The T-bill rate is 0.03 What fraction of your money must be invested in the optimal risky portfolio in order to form a complete portfolio with an expected return of 0.0

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