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You invest $100 in a complete portfolio. The complete portfolio is composed of a risky asset with an expected rate of return of 12% and

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You invest $100 in a complete portfolio. The complete portfolio is composed of a risky asset with an expected rate of return of 12% and a standard deviation of 10% and a treasury bill with a rate of return of 5%. of your complete portfolio should be invested in the risky asset if you want your complete portfolio to have a standard deviation of 6%. Multiple Choice 10% 79%

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