Assume you prefer a portfolio with an expected standard deviation of 30%. You can invest in the market and at the same time invest/borrow money at the risk-free rate. The expected return on the market portfolio is 15% with a standard deviation of 20%. The current risk-free rate is 5%. If you want to invest $1,000 of your own money, how much do you invest/borrow at the risk-free rate to achieve a portfolio standard deviation of 30%? You borrow $250 at the risk-free rate and invest $1,250 in the market. You borrow $500 at the risk-free rate and invest $1,500 in the market. You borrow $333 at the risk-free rate and invest $1,330 in the market. You invest $250 at the risk-free rate and $750 in the market. You invest $500 at the risk-free rate and $500 in the market