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You have the choice of investing in a risky asset that is expected to pay 12% with a standard deviation of 22% and a T-bill
You have the choice of investing in a risky asset that is expected to pay 12% with a standard deviation of 22% and a T-bill paying 3%. If your goal is to construct a portfolio with an expected return of 10%, what portion of your portfolio should you invest in the risky asset? (Do not round intermediate calculations. Round your answer to 2 decimal places.)
Weight in Risky Asset? ______%
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