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A risk-free asset sells for $1200 today and will have a value of $1308 at time T. A portfolio (22,13) consisting of 22 shares of the risky security and 13 shares of the risk-free asset has a risk (measured by standard deviation of the return) of 6.839%. Find the probability p. State your answer as a percentage rounded to one place after the decimal (e. g., if you had p
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A risk-free asset sells for $1200 today and will have a value of $1308 at time T. A portfolio (22,13...
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