Question: Security Expected Return Beta Standard Deviation of Returns A 2.5 0.40 B 8% 0.25 C 1.5 0.65 Risk Free 1.0% Market Index 10% Consider a

Security	Expected Return	Beta	Standard Deviation of Returns
A		2.5	0.40
B	8%		0.25
C		1.5	0.65
Risk Free	1.0%
Market Index	10%

Consider a portfolio that contains security C and the risk-free asset. the portfolio weight for the risk free security is -80%. what is the portfolio weight foe security C ( round percent to 2 decimal points)

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