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The optimal risky portfolio has an expected return of 12% and a standard deviation of 20%. The risk-free rate is 4%. In the complete portfolio,

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The optimal risky portfolio has an expected return of 12% and a standard deviation of 20%. The risk-free rate is 4%. In the complete portfolio, what fraction of investment is in the risky portfolio? The index of risk aversion, A=3. 0.20 0.67 0.80 0.40

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