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The risk weights of equity and bonds in your portfolio are equal. Within equity, 50% of risk is distributed to advanced market equity and 50%
The risk weights of equity and bonds in your portfolio are equal. Within equity, 50% of risk is distributed to advanced market equity and 50% to emerging market equity. The volatilities of equity, bonds, advanced market equity and emerging market equity are 10%, 5%, 10% and 20%. What share of your equity portfolio is invested in emerging market equity
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