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Your own two risky assets, both of which plot on the security market line. Asset A has an expected return of 24% and a beta

Your own two risky assets, both of which plot on the security market line. Asset A has an expected return of 24% and a beta of 0.85. Asset B has an expected return of 15% and a beta of 1.29. If your portfolio beta is the same as the risk-free asset, what proportion of your funds are invested in asset A?

Asset A proportion is_________$

(note: please retain at least 4 decimals places in your calculation and 2 decimal places in the final answer)

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