What is the weight for the risk-free asset

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Problem 1: A portfolio consists of only the market portfolio (with an expected return of 20.1% and a standard deviation of 15.2%) and the risk-free asset. The risk- free rate is 4.5%. If the target expected return of this portfolio is 18%, what is the weight for the risk-free asset? The weight for the risk-free asset is %.

Reference no: EM132966190

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