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You invest $1,700 in a complete portfolio. The complete portfolio is composed of a risky asset with an expected rate of return of 17% and
You invest $1,700 in a complete portfolio. The complete portfolio is composed of a risky asset with an expected rate of return of 17% and a standard deviation of 29% and a treasury bill with a rate of return of 8%. __________ of your complete portfolio should be invested in the risky portfolio if you want your complete portfolio to have a standard deviation of 6%. Multiple Choice 58.69% 50.01% 42.69% 20.69%
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