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You itvest 51,000 in a risky asset with an expected rate of tefurn of 8% and a standard deviation of 16% and a T-bill with

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You itvest 51,000 in a risky asset with an expected rate of tefurn of 8% and a standard deviation of 16% and a T-bill with a rate of return of 5%. What percentages of your money must be invested in the risk-free asset and the risky asset, respectrely, to form a portfolio with a standard deviation of 12.5% ? Select one: A. 368 and 64 B. 22% and 78% c. Sow and 500 D. 20% and 80% E Cannot be determined

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