The optimal risky portfolio has an expected return of 16.5 percent and a standard deviation of 18.1 percent. The risk free rate is equal to 4 percent. Solve numerically for the proportions of the optimal risky portfolio and the risk free rate, respectively, in the optimal complete portfolio if the risk aversion coefficient is to 5.

Select one:

a. Wp = 0.59 and Wf = 0.41

b. Wp = 0.61 and Wf = 0.39

c. Wp = 0.76 and Wf = 0.24

d. Wp = 0.82 and Wf = 0.18

e. None of the above