a 2. You invest $100 in a risky asset with an expected rate of return of 12% and a standard deviation of 0.15 and a T-bill with a rate of return of 5%. What percentages of your money must be invested in the risky asset and the risk-free asset, respectively, to form a portfolio with an expected return of 9%? a. 85% and 15% b. 75% and 25% c. 67% and 33% d. 57% and 43% e. Cannot be determined