Question 27 (3 points) You just inherited $1,000,000 dollars. The universe of available securities includes two risky funds, A and B, and T-bills. The data for the universe are as follows: Expected return Standard Deviation Fund A 7% 10% Fund B 28% 45% T-bills 5% Covariance between Fund A and Fund B -0.005 Assume that your level of risk aversion is 5 (A=5), how much of your inheritance, in $ amount, should be invested in Funds A, Fund B, and T-bills, respectively, to achieve the optimal risk-return trade-off? Fund A 500,000; Fund B 280,000; T-Bills 240,000; Fund A 520,000; Fund B 240,000; T-Bills 240,000; O Fund A 420,000; Fund B 290,000; T-Bills 220,000; Fund A 620,000; Fund B 140,000; T-Bills 200,000