You invest $2,400 in a complete portfolio. The complete portfolio is composed of a risky asset with an expected rate of return of 18% and a standard deviation of 25% 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 13%.

rev: 02_12_2013_QC_26430

38%

10%

52%

13%