Suppose you would like to have a portfolio with a volatility of 20%. If a passive portfolio that mimics the S&P 500 stock index yields an expected rate of return of 10% and a standard deviation of 30%, and the current Treasury bill rate is 5%, what would your capital allocation between these two assets have to be? A. Invest 66.67% in the index fund and 33.34% in Treasuries B. Borrow 50% of your wealth and invest 150% of your wealth in the index fund C. Invest 20% in Treasuries and 80% in the index fund D. Invest 100% of your wealth in the index fund