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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 0.15 and a T-bill with a rate of return of 0.05. What percentages of your money must be invested in the risky asset and the risk free asset, respectively, to form a portfolio with an expected return of 0.09?

Reference no: EM132770805

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