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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 9% and
You invest $100 in a complete portfolio. The complete portfolio is composed of a risky asset with an expected rate of return of 9% and a standard deviation of 19% and a treasury bill with a rate of return of 2%. If you wanted to limit the risk of the portfolio to 10%, what percentage of your money should be invested in the risky asset?
A.) 44.2%
B.) 47.4%
C.) 50%
D.) 52.6%
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