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You invest $100 in a risky asset with an expected rate of return of 12 percent and a standard deviation of 12.26 percent and a
You invest $100 in a risky asset with an expected rate of return of 12 percent and a standard deviation of 12.26 percent and a T-bill with a rate of return of 5 percent. To form a portfolio with a standard deviation of 8 percent, you must invest _?_ percent of your money in the risky asset . Answer must be entered with 2 decimal places, e.g. 6 as 6.00; 32.346 as 32.35.
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