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Business, 22.02.2021 20:50 martinmorsette

You invest $1,000 in a complete portfolio. The complete portfolio is composed of a risky asset with an expected rate of return of 16% and a standard deviation of 20% and a Treasury bill with a rate of return of 6%. of your complete portfolio should be invested in the risky portfolio if you want your complete portfolio to have a standard deviation of 9%.

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