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You are considering investing 51.000 in a complete portfolio. The complete portfolio is composed of treasury bills that pay 5% and a risky portfolio, P.
You are considering investing 51.000 in a complete portfolio. The complete portfolio is composed of treasury bills that pay 5% and a risky portfolio, P. constructed with 2 risky securities X and Y. The optimal welghts of X and Y in Pare 60% and 40% respectively. X has an expected rate of return of 14% and has an expected tate of return of 10%. To form a complete portfolio with an expected rate of return of 1196, you should invest of your complete portfolio in the risky portfolio 25 3640 31 50
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