Miss Ecclestone from USB offers Mrs. Chadwick (a retiree with a degree of risk aversion 5) the choice of investing in a T-bill paying a risk-free rate of 5% and a risky portfolio P with an expected return of 10% and standard deviation of 20%. 40% and 60% of P are made of a bond fund and an equity fund. Based on this information, what would be Mrs. Chadwick's optimal portfolio in terms of the US$ amount in T-bills, the bond fund and equity fund will be: $250,000; $300,000; $450,000 $250,000; $450,000; $300,000 $750,000; $100,000; $150,000 $750,000; $150,000; $100,000