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You invest $2,500 in a complete portfolio. The complete portfolio is composed of a risky asset with an expected rate of return of 10% and

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You invest $2,500 in a complete portfolio. The complete portfolio is composed of a risky asset with an expected rate of return of 10% and a standard deviation of 16% and a Treasury bill with a rate of return of 5% of your complete portfolio should be invested in the risky portfolio if you want your complete portfolio to have a standard deviation of 12% Multiple Choice 9% 25% o 75% 5%

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