Question: Gavin constructs a complete portfolio from Treasury bills that pay 4% and a risky portfolio called JJ. JJ is composed of two risky securities, 40%

Gavin constructs a complete portfolio from Treasury bills that pay 4% and a risky portfolio called JJ. JJ is composed of two risky securities, 40% from Justin and 60% from Jordan. Justin has an expected rate of return of 16%, and Jordan has an expected rate of return of 12%. Gavin's complete portfolio has an expected return of 10%. In his complete portfolio, how much (in %) is invested in Jordan?

		.3750
		.6250
		13.6%
		12%

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