Assume the expected T-bill rate is 5% and the expected return of a risky portfolio is 13% with 15% standard deviation. If you want your complete portfolio return as 9%, how much do you invest in the risky portfolio and how much in the T-bill?

Group of answer choices

Risky portfolio 40% and T-bill 60%

Risky portfolio 90% and T-bill 10%

Risky portfolio 33% and T-bill 67%

Risky portfolio 50% and T-bill 50%

Risky portfolio 67% and T-bill 33%