Weight of risky portfolio in the complete portfolio

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An investment firm offers its optimum portfolio to its clients. The expected return from this portfolio is 16.55% with a standard deviation of 31.47%. If the govt bonds provide 5.76% return and the degree of risk aversion of a client is 3.34, what would be the weight of risky portfolio in the complete portfolio to be offered to this client?

Reference no: EM132644749

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