An investor with a total of $100,000 is investing in a combination of a market index fund (which has an expected return 10% and a standard deviation of 20%) and a risk-free asset which earns 3%. How much will the investor invest in the risk-free asset if the investor desires the highest expected return possible while facing a standard deviation of no more than 12%? Not enough information because we are not given the correlation between the two assets $20,000 $40,000 $16,000 O $60,000 $80,000