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There are 2 risky assets, Apple and Tesla, and 1 risk-free asset. Investor A's optimal portfolio puts a weight of 10% on the risk-free asset

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There are 2 risky assets, Apple and Tesla, and 1 risk-free asset. Investor A's optimal portfolio puts a weight of 10% on the risk-free asset and 10% on Tesla. Investor B's optimal portfolio puts a weight of 20% on Tesla. What weight does investor B put on the risk-free asset? (Answer with 1 decimal, e.g., 0.5)

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