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The risky asset has an expected return of 0.21 and a standard deviation of 0.29, and the T-bill has a rate of return of 0.02.

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The risky asset has an expected return of 0.21 and a standard deviation of 0.29, and the T-bill has a rate of return of 0.02. What fraction of the portfolio must be invested in the risk-free asset to form a portfolio with a standard deviation of 0.19? Round your answer to 4 decimal places. For example, if your answer is 3.205%, then please write down 0.0321

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