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You are considering investing R10000 in two investments; a risky asset with an expected rate of return of 14% and a standard deviation of 15%
You are considering investing R10000 in two investments; a risky asset with an expected rate of return of 14% and a standard deviation of 15% and a Treasury bill with a rate of return of 5% . What percentages of your money should be invested in the risky asset and the risk-free asset, respectively, if your portfolio is expected to generate a return of 11%?
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