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You invested $100 in a risky asset with an expected rate of return of 15% and a standard deviation of 15% and a t-bill with
You invested $100 in a risky asset with an expected rate of return of 15% and a standard deviation of 15% and a t-bill with a rate of return of 5% (and a standard deviation of 0). What percentage of your money must be involved in the risk free asset and risky asset respecifly to form a portfolio with a standard deviation of 8%
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