What portion of your money must you invest in a

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Exp. return A=11% exp.return B=14%; Standard deviation A= 10%, Standard deviation B=17%

If you want to earn 12% by investing in A and B, what portion of your money must you invest in A?

a. 1/5
b. 2/3
c. 1/3
d. 4/5
e. None of the above

 

Reference no: EM13294346

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