Your complete portfolio is composed of a risky portfolio with an expected rate of return...
60.1K
Verified Solution
Link Copied!
Question
Finance
Your complete portfolio is composed of a risky portfolio with an expected rate of return of 9% and a standard deviation of 18% 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 17%.
Round your answer to the nearest whole percent and enter your answer as a percentage. For example, if your answer is "12%, enter "12".
Answer & Explanation
Solved by verified expert
Get Answers to Unlimited Questions
Join us to gain access to millions of questions and expert answers. Enjoy exclusive benefits tailored just for you!
Membership Benefits:
Unlimited Question Access with detailed Answers
Zin AI - 3 Million Words
10 Dall-E 3 Images
20 Plot Generations
Conversation with Dialogue Memory
No Ads, Ever!
Access to Our Best AI Platform: Zin AI - Your personal assistant for all your inquiries!