How do you get answer D?

You consider forming a portfolio by investing in asset A with an expected rate of return of 15% and a standard deviation of 20%, and a T-bill with a rate of return of 4%. If your objective for the portfolio is to have an expected return of 12%, what is your allocation strategy? A. 85% in asset A and 15% in the T-bill B. 75% in asset A and 25% in the T-bill C. 73% in asset A and 33% in the T-bill D. 73% in asset A and 27% in the T-bill E. The standard deviation of the T-bill is required in order to answer this