James wants to form a portfolio, among T-bills, Microsoft and Coca-Cola, which has an expected return of 15.8%. Suppose the interest rate of the T-bills is 3.8%. By the mean-variance criteria, how should James invest in each asset in order to best achieve the goal?

He would invest ____% into the T-bills, ____% into Microsoft, and ____% into Coca-Cola.

Hint: in order to achieve the maximal Sharpe ratio, the portfolio needs to be on the efficient frontier.

Answer Choices:

A. 50, 30, 20

B. 40, 43.74, 16.26

C. 33.33, 40.0, 26.67

D. 50.41, 49.59, 0

Also,

What is the standard deviation of this portfolio? ______%