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Suppose the optimal risky portfolio in the market has an expected return of 10% and a standard deviation of 25%. The current Treasury bill rate

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Suppose the optimal risky portfolio in the market has an expected return of 10% and a standard deviation of 25%. The current Treasury bill rate is 2%. For an investor with risk aversion coefficient equal to 5, % of his capital should be allocated to the optimal risky portfolio (answer numbers rounded to two decimals) Numeric Response

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