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You invest $1,032 portfolio holding a risky asset and a Treasury bill. You expect the portfolio to reach a value of $1,104 in 1 year.

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You invest $1,032 portfolio holding a risky asset and a Treasury bill. You expect the portfolio to reach a value of $1,104 in 1 year. Expected Return of Risky Asset: 21% Standard Deviation of Risky Assets: 12% Expected Return of Treasury Bill: 2% 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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