QUESTION 17 You invest $100 in a risky asset with an expected rate of return of 0.14 and a standard deviation of 0.20 and a T-bill with a rate of return of 0.06. What percentages of your money must be invested in the risky asset and the risk-free asset, respectively, to form a portfolio with an expected return of 0.18? A. 150% and -50% B. -25% and 125% C. cannot be determined OD.-50% and 150% E. 125% and -25% QUESTION 18 You invest $600 in a security with a beta of 1.5 and $400 in another security with a beta of 0.90. The beta of the resulting portfolio is__ A. 0.80 B. 1.36 C. 1.26 OD. 1.40 E. 1.00