Allocated between the market portfolio and t-bills

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Reference no: EM13950102

An investor is trying to determine how much of his/her investment should be allocated between the market portfolio and t-bills. To achieve a beta of 0.9, how much should be invested in t-bills?

A. 90% B. 45% C. 10% D. Cannot be determined.

Reference no: EM13950102

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