Assume that you manage a risky portfolio with an expected rate of return of 0.215 and a standard deviation of 0.18. The T-bill rate is 0.055 A client wishes 0.65 invested in your risky portfolio and 0.35 in Treasuries. What would be the expected risk this portfolio?

Group of answer choices

0.0998

0.1109

0.1170

0.1064

0.1223