Suppose you manage a mutual fund that has an expected return of 15% with a standard deviation of 30% for the coming year. One of your clients is thinking about investing his $100,000 in your fund and a money market fund, which generates 3% riskless return. If your client wants his overall portfolio to have an expected return of 10.2%, how much should he invest in your fund?

Answer Choice

-$20,000

-$50,000

-$60,000