Question 12 Consider risky Funds B and S with the following projections: Fund B S Expected return 6% 10% Standard deviation 2.5% 15% 0/1 pts Assume the correlation between Funds B and S is -0.50, and the risk-free rate for a T-bill is 5%. How much of your assets should you invest in Fund S in order to achieve the optimal risky portfolio comprised of Funds B and S? 0% weight in Fund S < 25% 25% weight in Fund S < 50% 50% weight in Fund S < 75% 75%