Assume you manage a risky portfolio with an expected rate of return of 18% and a standard deviation of 26%. The T-Bill Rate is 3.5%. Your client wants an allocation of her money between your risky portfolio and risk-free T-Bills so that she achieves a volatility of 18%. What percentage of her entire portfolio should you allocate to your risky portfolio? Show your answer as a percentage rounded to two places (12.34% for example).

Group of answer choices

70.33%

69.23%

72.48%

62.49%

None of the above