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You invest $1,000 in a risky asset with an expected rate of return of 0.17 and a standard deviation of 0.20 and a T-bill with
You invest $1,000 in a risky asset with an expected rate of return of 0.17 and a standard deviation of 0.20 and a T-bill with a rate of return of 0.04.
What percentages of your money must be invested in the risk-free asset and the risky asset, respectively, to form a portfolio with a standard deviation of 0.20?
The slope of the capital allocation line formed with the risky asset and the risk-free asset is equal to?
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