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The risky asset has an expected return of 0.16 and a standard deviation of 0.27 and the T-bill has a rate of return of 0.03.
The risky asset has an expected return of 0.16 and a standard deviation of 0.27 and the T-bill has a rate of return of 0.03. What fraction of the portfolio must be invested in the risk-free asset to form a portfolio with a standard deviation of 0.17
Round your answer is 3.2054 to 4 decimal places. For example, if your then please write down 0.0321
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