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You want to build a two asset portiolo including SPORs and T-Bills that has an expected stum of 12 CAN. A SPOR is a Standard

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You want to build a two asset portiolo including SPORs and T-Bills that has an expected stum of 12 CAN. A SPOR is a Standard and Poor's Depositary Receipt A SPOR is an exchange traded fund (ETF) that is designed to gongnto the some wotum a Ta SAP 500 Index. What is the portfolio weight on the T-Billy? Assume that the return on the T-Bills is 2 5%% and the expected return on the 56P 500 is The portlolio weight on the T-Dis is - 0.5900 . (Round to four decimal places. )

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