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18. You invest $1,000 in a complete portfolio. The complete portfolio is composed of a risky asset with an expected rate of return of 16%

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18. You invest $1,000 in a complete portfolio. The complete portfolio is composed of a risky asset with an expected rate of return of 16% and a standard deviation of 20% and a Treasury bill with a rate of return of 6%- of your complete portfolio should be invested in the risky portfolio if you want your complete portfolio to have a standard deviation of 13%. A. l% B. 90% C. 45% D. 10%

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