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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

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?

A. 100%

B. 90%

C. 10%

D. 45%

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