Question: Expected Standard Correlation Matrix Return Deviation US Stocks US Bonds US Stocks 6% 14% 1.00 US Bonds 3% 8% -0.25 1.00 The risk-free rate (on

Expected Standard Correlation Matrix Return Deviation US Stocks US Bonds US Stocks 6% 14% 1.00 US Bonds 3% 8% -0.25 1.00

The risk-free rate (on T-bills) is 2.5%.

Sharon's coefficient of risk aversion is 6. How much of her portfolio should she allocate to the mutual fund, and how much to the risk-free asset?

Please round to the nearest whole number, use no decimal places, and include the percentage sign (for example, 50%).

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