consider a complete portfolio formed by investing in a risky asset and a risk-free asset. the complete portfolio is composed of a risky asset with an expected rate of return of 16% and a standard deviation of 20%, and a treasury bill with a rate of return of 5%. what fraction of your complete portfolio should be invested in the risky asset if you want your complete portfolio to have a standard deviation of 2%? consider a complete portfolio formed by investing in a risky asset and a risk-free asset. the complete portfolio is composed of a risky asset with an expected rate of return of 16% and a standard deviation of 20%, and a treasury bill with a rate of return of 5%. what fraction of your complete portfolio should be invested in the risky asset if you want your complete portfolio to have a standard deviation of 2%? 45% 100% 10% 90%
