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You are considering investing $ 1 , 0 0 0 in a complete portfolio. The complete portfolio is composed of Treasury bills that pay 4
You are considering investing $ in a complete portfolio. The complete portfolio is composed of Treasury bills that pay and a risky portfolio, constructed with two risky securities A and B The optimal weights of A and B in are and respectively. Security A has an expected rate of return of and Security has an expected rate of return of Compute the dollar amounts that you should invest in Security A and Security B so that your complete portfolio has an expected rate of return of
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