Question: You have $ 1 0 0 , 0 0 0 to invest in a risk - free asset and a risky asset. The risk -

You have $100,000 to invest in a risk-free asset and a risky asset. The risk-free asset has a return of 4%. The risky asset has an expected return of 12% and a standard deviation of 18%.
c.) What is the correlation between the risky asset and the risk-free asset?

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