Question: Asset Expected Return Standard Deviation F (risk-free asset) 3% -- A (risky asset) 10% 20% I create a portfolio, C, from risk-free asset, F, and

Asset Expected Return Standard Deviation
F (risk-free asset) 3% --
A (risky asset) 10% 20%

I create a portfolio, C, from risk-free asset, F, and risky asset, A, for a client with risk aversion 4.

The weight of risk-free asset, F, in portfolio C is ___________________ %.

(round your answer to 2 decimals)

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