please aswer with explanation QUESTION 12 You invest $100 in a risky asset with...

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QUESTION 12 You invest $100 in a risky asset with an expected rate of return of 0.11 and a standard deviation of 0.20 and a T-bill with a rate of return of 0.03. What percentages of your money must be invested in the risk-free asset and the risky asset respectively, to form a portfolio with a standard deviation of 0.087 30% and 70% 50% and 50% 60% and 40% 40% and 60% Cannot be determined OOOO

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