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You are an investor and you have access to one risky asset and one risk-free asset. The risky asset has an expected return of 13.8%,

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You are an investor and you have access to one risky asset and one risk-free asset. The risky asset has an expected return of 13.8%, with a volatility of 17.8%. The risk-free rate offers 3.0%. Your goal is to create a portfolio with an expected return of 11.4% What proportion of your investment do you need to put in the risky asset? (Give your answer as a percentage with 2 decimals, e.g.. If the answer is 0.0345224 (or 3.45224%), enter 3.45 as your answer.)

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