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You invest $100,000 in a complete portfolio. The complete portfolio is composed of a risky asset with an expected rate of return of 18% and

You invest $100,000 in a complete portfolio. The complete portfolio is composed of a risky asset with an expected rate of return of 18% and a standard deviation of 22% and a Treasury bill with a rate of return of 7%. What percentage of your complete portfolio should be invested in the risky portfolio if you want your complete portfolio to have a standard deviation of 8%?

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