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You invest $10,000 in a complete portfolio. The complete portfolio is composed of a risky asset with an expected rate of return of 15% and

You invest $10,000 in a complete portfolio. The complete portfolio is composed of a risky asset with an expected rate of return of 15% and a standard deviation of 16% and a Treasury bill (the risk-free asset) with a rate of return of 5%. How much money should be invested in the Treasury bill to form a complete portfolio with a return standard deviation of 10%?

$12,500

$900

$3750

$10000

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