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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 14% and

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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 14% and a standard deviation of 23%. You can borrow and lend at a risk free rate of 4.4%. How much money should be invested in the risky asset to form a portfolio with an expected return of 17.6% ? \begin{tabular}{|l|} \hline$137,500 \\ \hline$37,500 \\ \hline$62,500 \\ \hline$112,500 \\ \hline$75,500 \end{tabular} You invest $100,000 in a complete portfolio. The complete portfolio is composed of a risky asset with an expected rate of return of 14% and a standard deviation of 23%. You can borrow and lend at a risk free rate of 4.4%. How much money should be invested in the risky asset to form a portfolio with an expected return of 17.6% ? \begin{tabular}{|l|} \hline$137,500 \\ \hline$37,500 \\ \hline$62,500 \\ \hline$112,500 \\ \hline$75,500 \end{tabular}

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