Athena is the private banker for the Dracma family. They want to invest $100,000. After some discussion, Athena concluded that the optimal capital allocation to match the Dracma family risk profile is to allocate 65% in the risky portfolio Prometheus (PROMO, expected return 8% and volatility of 12%) and 35% in a 0ne-month T Bill yielding 4% a year. What will be US$ the amount invested in PROMO, the expected return and the volatility of the complete portfolio made od PROMO and T Bills ?

	a.	$65,000; 8% and 4.2%
	b.	$35,000; 12% and 12%
	c.	$65,000; 10% and 12%
	d.	$65,000; 6.6% and 7.8%