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The expected return of the market index is given as 12.8% and the T-bill rate is 4.2%. The standard deviation of the market index is

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The expected return of the market index is given as 12.8% and the T-bill rate is 4.2%. The standard deviation of the market index is 19%. You wish to create a portfolio by investing in the market index and T-bills. Also, you want your portfolio's expected return to be 10.2%. What percentage of your investment should you put in the market index? 50% 65% 55% 70% 60%

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