QUESTION 2 You invest $100 in a risky asset with an expected rate of return of 0.12 and a standard deviation of 0.15 and a T-bill with a rate of return of 0.05. 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 0.09? a. Cannot be determined b. 85% and 15% C. 67% and 33% d. 57% and 43% e. 75% and 25%