28. You have $50,000 to invest in one-year Treasury (T) bills and in a mutual fund invested in the market portfolio. T bills now have a return of 0.03 (3%); the mutual fund has an expected one-year return of 0.10 (10%) with a return standard deviation of 0.20 20% You want your portfolio to have a return standard deviation of 0.30 (30%). What is your portfolio's expected return, the portfolio weight of T-bills and the dollar value of your mutual fund investment? a. 0.200, -1.5, $125,000 b. 0.180, -1.0, $100,000 c. 0.135, -0.5, $75,000 d. 0.115,-0.2, $60,000 e. 0.085, 0.2, $40,000