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You invest in a risky asset with an expected rate of return of 0.16 and a standard deviation of 0.25, and a T-bill with a

You invest in a risky asset with an expected rate of return of 0.16 and a standard deviation of 0.25, and a T-bill with a rate of return of 0.02. What percentages of your money must be invested in the risk-free and risky asset, respectively, to form a portfolio with an expected return of 0.12?

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