Suppose the optimal risky portfolio in the market is comprised of 70% in the S&P 500 fund and 30% in broad bond fund. This portfolio has an expected return of 12% and standard deviation of 20%. Assume the current T-bill yield is 3%. If an investor has a risk objective of standard deviation not exceeding 15%, what should be the investor's complete portfolio composition in the S&P 500, the bond fund, and T-bills, respectively, to meet the risk objective? Multiple Choice 20% in the T-bills, 60% in the S&P 500 and 20% in the bond fund. 25% in the T-bills, 50% in the S&P 500 and 25% in the bond fund. 32% in the T-bill, 39.75% in the S&P 500 and 28.25% in the bond fund. 25% in the T-bills, 52.50% in the S&P 500 and 22.50% in the bond fund