Two-asset portfolio that includes proxy for market portfolio

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Karen wants to build a two-asset portfolio that includes a proxy for the market portfolio (the S&P 500) and the risk-free asset that has an expected return of 9.04%. What percentage of her portfolio would be invested in the S&P 500 if the return on the T-bill is 2.5% and the expected return on the S&P 500 is 8.5%

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Reference no: EM131057657

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