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You are considering investing $25,900 in a complete portfolio. The complete portfolio is composed of Treasury bills that pay 4% and a risky portfolio, P,

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You are considering investing $25,900 in a complete portfolio. The complete portfolio is composed of Treasury bills that pay 4% and a risky portfolio, P, constructed with three risky securities, A, B, and C. The optimal weights of A, B, and Care 20%, 30%, and 50% respectively. A has an expected return of 12%, and B has an expected return of 32% and C has an expected return of 20%. You want to form a complete portfolio with an expected rate of return of 17.68%. (a) What is the expected return of the risky portfolio? (Round to full percent: ex. 34.56 to 35, do not write the % sign nor write "percent") % (b) What is the proportion you will invest in the risky portfolio? (Round to full percent: ex. 34.56 to 35, do not write the % sign nor write "percent") % (c) Based on (b), you will invest approximately: (Round ex. 34.567 to 34.57 percent, do not write the % sign nor write "percent") % in A % in B, and % in C. (d) Based on the proportion invested in T-bills, the dollar amount invested in T-bills is

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