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  3. you invest $100 in a portfolio of stock jet and a

You invest $100 in a portfolio of stock JET and a risk-free asset with a...

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Finance

You invest $100 in a portfolio of stock JET and a risk-free asset with a return of 5%. JET has an expected return of 12% and a standard deviation of 10%. What is the percentage of your portfolio in the risk-free asset if your portfolios standard deviation is 9%?

A. 30%

B. 90%

C. 50%

D. 10%

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