You invest $2,300 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 20% and a Treasury bill with a rate of return of 9%. __________ of your complete portfolio should be invested in the risky portfolio if you want your complete portfolio to have a standard deviation of 15%.

rev: 02_12_2013_QC_26430

8%

75%

9%

29%