You invest $100 in a risky asset with an expected rate of return of 17.2 percent and a standard deviation of 15 percent and a T-bill with a rate of return of 5.1 percent. To form a portfolio with an expected return of 10 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. Answer: An investor has invested 60 percent of the portfolio in shares and the rest in a risk- free asset. In the share portfolio, the investor has 10 percent invested in stock A, 20 percent invested in stock B and 70 percent invested in stock C. Given that the expected return of stock A is 12 percent, stock B is 43 percent, stock C is -12 percent. Assume the risk-free rate is 5 percent. The expected return of the investor's complete portfolio is percent. Answers must be entered with 2 decimal places and no dollar signs, e.g. 6 as 6.00; 32.346 as 32.35