ou 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 risk-free asset and the risky asset, respectively, to form a portfolio with a standard deviation of 0.06? Multiple Choice   60% and 40%   50% and 50%   40% and 60%   Cannot be determined.   30% and 70%

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Q: None

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