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You invest $1,000 in a final combination portfolio. The final combination portfolio is composed of a risky portfolio with an expected rate of return of

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You invest $1,000 in a final combination portfolio. The final combination portfolio is composed of a risky portfolio 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% If you want your final combination portfolio to have a standard deviation of 9% what proportion of it should be invested in the risky portfolio? 100% 90% 45% 10% The slope of the capital asset line (CAL) formed with the risky portfolio and the risk-free asset is___. 1.40 0.80 0.50 0.40

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