What percentages of your money must be invested

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Question - You invest $100 in a risky asset with an expected rate of return of 0.12 and a standard deviation of 0.20 and a T-bill with a rate of return of 0.06. What percentages of your money must be invested in the risky asset to form a portfolio with a standard deviation of 0.08?

Reference no: EM132544342

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