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You invest $1,000 in a complete portfolio. The complete portfolio is composed of a risky asset with an expected rate of return of 16% and

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You invest $1,000 in a complete portfolio. The complete portfolio is composed of a risky asset with an expected rate of return of 16% and a standard deviation of 20% and a treasury bill with a rate of return of 6%. A portfolio that has an expected value in one year of $1,100 could be formed if you Select one: O a Place 60% of your money in the risky portfolio and the rest in the risk free asset O b. Place 40% of your money in the risky portfolio and the rest in the risk free asset c. Place 55% of your money in the risky portfolio and the rest in the risk free asset od Place 75% of your money in the risky portfolio and the rest in the risk free asset

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