Brian is more risk averse than Sara. Both investors form their complete portfolios out of a risk-free asset and a risky portfolio. Brian's complete portfolio is worth $1000 and Sara's complete portfolio is worth $2000. Which one of the following portfolios could be their optimal complete portfolios? Brian invests $500 in the risky portfolio and Sara invests $1000 in the risky portfolio. Brian invests $400 in the risky portfolio and Sara invests $1500 in the risky portfolio. Brian invests $800 in the risky portfolio and Sara invests $800 in the risky portfolio. Brian invests $200 in the risky portfolio and Sara invests $0 in the risky portfolio. You invest $10,000 in a complete portfolio. The complete portfolio is composed of a risky asset with an expected rate of return of 15% and a standard deviation of 20% and a Treasury bill with a rate of return of 5%. How much money should be invested in the risky asset to form a complete portfolio with a return standard deviation of 25%? $12,500 $8,000 $7,000 $15,000 Investors can form complete portfolios out of two assets: a risk-free asset (T-bill) with a rate of return of 5%; and a risky portfolio with an expected return of 15% and return standard deviation of 30%. Sara's coefficient of risk aversion is 2. Sara's optimal complete portfolio will have approximately 56% in the risky portfolio and 44% in the risk-free asset. 100% in the risky portfolio. 30% in the risky portfolio and 70% in the risk-free asset. 26% in the risky portfolio and 74% in the risk-free asset. You invest $200 in a risk-free asset and $800 in a risky portfolio. The risk -free rate is 4%. The risky portfolio has an expected return of 12% and a volatility of 20%. What is the volatility of your portfolio's return? 20% 4% 16% 12%