contestada

You invest $1,900 in a complete portfolio. The complete portfolio is composed of a risky asset with an expected rate of return of 13% and a standard deviation of 18% and a Treasury bill with a rate of return of 3%. __________ of your complete portfolio should be invested in the risky portfolio if you want your complete portfolio to have a standard deviation of 9%.

A. 10%
B. 31%
C. 50%

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