Question 9 (5 points) Saved You have been given the portfolio weights for T-Bill (WTBills) and a risky portfolio (WRisky) in a complete portfolio below. WTBills WRisky 0 0.2 0.4 0.8 0.6 0.4 0.6 0.8 0.2 1 0 The current T-bill rate is 1.5%. The risky portfolio P has averaged 10% more than the Treasury bill rate return. The standard deviation of the risky portfolio Pis 21% per year. Assume that these values are representative of investors' expectations for future performance. An investor with coefficient of risk aversion (A) of 5 should invest of his/her complete portfolio in T-Bill and __ of his/her complete portfolio in risky portfolio P. 60%; 40% 80%; 20% 20%: 80% 40%; 60%