Question 8 1 pts You want to invest in some combination of Bonds, Equity, and T-bills. Bonds have an expected return of 4% and standard deviation of 10%. Equity has an expected return of 10% and standard deviation of 20%. Bonds and equity have a correlation of 0.30. T-bills have a yield of 0.5% and are considered risk free. You want to form an optimal risky portfolio using Bonds and Equity. What is the weight on Bonds in your optimal risky portfolio (a portfolio with maximal Sharpe Ratio)? 0.5287 0.4829 O 0.5010 O 0.5549 O 0.6044