What proportion of your complete portfolio


You invest $1,000 in a complete portfolio. The complete portfolio is composed of 1 risky asset with an expected rate of return of 16% and standard deviation of 20% and a T-bill with a rate of return of 6%. 

If you want your complete portfolio to have a std deviation of 9%,what proportion of your complete portfolio should be invested in the risky portfolio?

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Business Management: What proportion of your complete portfolio
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