Question: You helping a client construct a complete portfolio. You have suggested a well-diversified risky portfolio with an expected return of 13.65%. The expected return of

You helping a client construct a complete portfolio. You have suggested a well-diversified risky portfolio with an expected return of 13.65%. The expected return of the risk-free asset is 3.73%. Given this, what should be the weight of the risky-portfolio if the client wishes to have an expected return of 17.00%?

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