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What is the weight of risky assets in a portfolio with a variance of 0.005625, given that the market portfolio has an expected return of

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What is the weight of risky assets in a portfolio with a variance of 0.005625, given that the market portfolio has an expected return of 10% and a stadard deviation of 15%. T.Bills rate is 2%. a. 50% b. 37.5% C. -50% d. -37.5%

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