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What percentages of your money must be invested in the risk-free asset and the risky asset, respectively, to form a portfolio with a standard deviation
What percentages of your money must be invested in the risk-free asset and the risky asset, respectively, to form a portfolio with a standard deviation of 0.20?
A. 30% and 70%
B. 50% and 50%
C. 60% and 40%
D. 40% and 60%
E. Cannot be determined.
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