Suppose an investor has $50,000 to invest in a portfolio of risk-free asset and the market index/portfolio. The expected return on the market portfolio is 13.5 percent with a standard deviation of 18 percent. The risk-free rate return is 4.25 percent. How much of the funds should be in the risk-free asset if the portfolio has an expected return of 10 percent? Select one: a. $2,125 b. 0.622 c. $1,8918.50 d. $31,081.50