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The optimal risky portfolio uses 20% of Asset A and 80% of Asset B. Assets A and B have expected returns of 8% and 22%

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The optimal risky portfolio uses 20% of Asset A and 80% of Asset B. Assets A and B have expected returns of 8% and 22% respectively, while the risk-free rate is 5%. Gary invests two-thirds of his money in the optimal risky portfolio and the remainder in the risk-free asset. Cakculate Gary's expected return, R, on his overall investment. A. R

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