You invest $1000 in a risky asset with an expected rate of return of 0.17 and a standard deviation of 0.40 and a T-bill with a rate of return of 0.04.
-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 0.20?
A)30% and 70%
B)50% and 50%
C)60% and 40%
D)40% and 60%
E)Cannot be determined.

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The Answer of You invest $1000 in a risky asset with an expected rate of return of 0.17 and a standard deviation of 0.40 and a T-bill with a rate of return of 0.04.
-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 0.20?
A)30% and 70%
B)50% and 50%
C)60% and 40%
D)40% and 60%
E)Cannot be determined.

You Invest $1000 in a Risky Asset with an Expected