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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 5%. If you are willing to accept a standard deviation of your complete portfolio of 9%, how much should be invested in the risky asset? O 100% 75% O 25% O 55% O 45%

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