In the attached graph, several portfolios of asset X and the risk free asset are marked by dots. The portfolios are: 150% in X, 100 in X, 75, 50, 25, 0, and -50% in X. Asset X is labelled. Identify the approximate composition of the BEST POSSIBLE portfolio with standard deviation of 5% from the following choices: (A) 60% in X (B) 40% in X (C) 20% in X (D) -40% in X 0.20 - 0.15- Asset X Exp. ret of portfolio 0.10 0.05 0.00 0.00 0.05 0.15 0.20 0.10 Std. dev. of portfolio In the attached graph, several portfolios of asset X and the risk free asset are marked by dots. The portfolios are: 150% in X, 100 in X, 75, 50, 25, 0, and -50% in X. Asset X is labelled. Identify the approximate composition of the BEST POSSIBLE portfolio with standard deviation of 5% from the following choices: (A) 60% in X (B) 40% in X (C) 20% in X (D) -40% in X 0.20 - 0.15- Asset X Exp. ret of portfolio 0.10 0.05 0.00 0.00 0.05 0.15 0.20 0.10 Std. dev. of portfolio