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You invest $1,006 portfolio holding a risky asset and a Treasury bill. You expect the portfolio to reach a value of $1,195 in 1 year.

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You invest $1,006 portfolio holding a risky asset and a Treasury bill. You expect the portfolio to reach a value of $1,195 in 1 year. Expected Return of Risky Asset: 12% Standard Deviation of Risky Assets: 8% Expected Return of Treasury Bill: 8% This is only possible if the weight of the risky asset is "Please round to the nearest two decimals. "Please state your answer as percentage and not as decimal (i.e. 40 and not 0.40 ) *Please do not use the symbol \%

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