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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

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 12.8%, with a volatility of 15%. The risk-free rate offers 0.6%. You goal is to create a portfolio with an expected return of 8.7%. What proportion of your investment do you need to put in the risky asset?

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