How much money should be invested in the risky asset

Reference no: EM13323801

You invest $10,000,000 in a portfolio. The portfolio is composed of a risky asset with an expected rate of return of 13% and a standard deviation of 21% and a treasury bill with a rate of return of 5%. How much money should be invested in the risky asset to form a portfolio with an expected return of 11%?

Reference no: EM13323801

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