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U Question 10 1 pts You invest $976 in a risky asset and a T-bill. The risky asset has an expected return of 0.22 and
U Question 10 1 pts You invest $976 in a risky asset and a T-bill. The risky asset has an expected return of 0.22 and a standard deviation of 0.31, and the T-bill has a rate of return of O. What dollar amount must be invested in the risk-free asset to form a portfolio with a standard deviation of 0.18? Round your answer to the nearest cent (2 decimal places). Question 11 1 pts Suppose that you have found the optimal risky combination using all risky assets available in the economy, and that this optimal risky portfolio has an expected return of 0.1 and standard deviation of 0.3. The T-bill rate is 0.05. If your risk-return preferences are best described by the utility function in this class, with a risk- aversion coefficient of 3.5. What is the expected return on your optimal complete portfolio? 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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