Consider a CAPM economy in which there are four risky assets and a risk-free asset, as follows: Asset Expected return Standard deviation Market capitalisation ($ millions) A 10% 15% 200 B 10% 20% 200 11% 25% 200 D 14% 30% 100 Risk-free 4% 0% 100 If that investor wants an expected return of 8%, how much will be invested in the risk-free asset? Answer to the nearest whole percent. If your answer is 31.27% you should answer 31