t Chapter 6 1 You have the choice of investing in a risky asset that is expected to pay 12% with a standard deviation of 22% and a T-bill paying 3%. If your goal is to construct a portfolio with an expected standard deviation of returns of 18%, what portion of your portfolio should you invest in the risky asset? (Do not round intermediate calculations. Round your answer to 2 decimal places.) Weight in Risky Asset - SA es