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7 You invest $100 in a risky asset with an expected rate of return of 0.11 and a standard deviation of 0.20 and a T-bill with a rate of return of 0.03 w and a T-bill with a rate of return of 0.03. What percentages of your money must be invested in the risky asset and the nsk-free asset, respectively, to construct a portfolio with an expected return of 0.08? A. 85% and 15% B. 75% and 25% C. 62.5% and 37.5% D. 57% and 43% E. Cannot be determined. he number of securities in a portfolio is increased, what happens to the average portfolio standard deviation? A It increases at an increasing rate. B. It increases at a decreasing rate