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QUESTION
A complete portfolio is composed of a risky portfolio with an expected rate of return of 14% and a standard deviation of 20%, and Treasury bills with...
A complete portfolio is composed of a risky portfolio with an expected rate of return of 14% and a standard deviation of 20%, and Treasury bills with a rate of return of 5%. The complete portfolio has a standard deviation of 12%. What proportion of the complete portfolio is invested in the risky portfolio?
