danidavis2002
danidavis2002
01.10.2019 • 
Business

You invest $100 in a risky asset with an expected rate of return of 0.12 and a standard deviation of 0.15 and a t-bill with a rate of return of 0.05. what percentages of your money must be invested in the risky asset and the risk-free asset, respectively, to form a portfolio with an expected return of 0.09?

select one:
a. 85% and 15%
b. 75% and 25%
c. 67% and 33%
d. 57% and 43%

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