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You want to build a two - asset portfolio which includes the risk - free asset and the market portfolio. You want the portfolio to

You want to build a two-asset portfolio which includes the risk-free asset and the market portfolio. You want the portfolio to have an expected return of 11.5%. The expected return on the risk-free asset is 4% and the expected return on the market is 10%. What is the portfolio weight on the risk-free asset?
possible answers:
a.-0.25
b.-1.0
c.-1.5
d.-0.75

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