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You invest $10,000 in a portfolio composed of a risky asset with an expected rate of return of 15% and a standard deviation of 20%

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You invest $10,000 in a portfolio composed of a risky asset with an expected rate of return of 15% and a standard deviation of 20% and risk-free Treasury bills (Tbills) with a rate of return of 5%. How much money should be invested in the Treasury bill to form a portfolio with an expected return of 20% and what kind of a position is it? $5,000, long position in Tbills $15,000, long position in Tbills $10,000, short position in Tbills $5,000, short position in Tbills Should not invest in the Tbills because they pay low return

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