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thanks! Question: You are a portfolio manager. You need to determine the dollar weight to invest in the market portfolio and risk-free asset to achieve

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Question: You are a portfolio manager. You need to determine the dollar weight to invest in the market portfolio and risk-free asset to achieve an expected portfolio return of E(rp)=10% The risk-free asset has a return of rf=6%. The market porfolio has expected return of E(rm)=12% and standard deviation of Stdev(rm)=30%. Answer the following: a) What is the dollar weight to invest in the risk-free asset? b) What is the dollar weight to invest in the market portfolio? c) Confirm that these weights provide expected return of E(rp)=10%. d) What is the standard deviation Std(rp) of this portfolio? Enter your answer in the table below in the cells colored in yellow. You must show all work to receive credit

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