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Business, 05.08.2019 22:10 randy719

You invest $100 in a risky asset with an expected rate of return of 0.11 and a standard deviation of 0.20 and a t-bill with a rate of return of 0.03. what percentages of your money must be invested in the risky asset and the risk-free asset, respectively, to form a portfolio with an expected return of 0.08?

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