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The share market is currently returning 18% per annum, while the risk-free asset return is 6%. If an investor wishes to earn a return of
The share market is currently returning 18% per annum, while the risk-free asset return is 6%. If an investor wishes to earn a return of 22%, what weight should the investor hold in the risk-free asset?
Select one:
a.0.000
b.-0.250
c.-0.667
d.-0.333
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