You are considering investing $1,000 in a portfolio. The portfolio is composed of treasury bills that pay 5% and a risky portfolio, , constructed with 2 risky securities, and . The weights of and in are 60% and 40% respectively. has an expected rate of return of 14% and has an expected rate of return of 10%. To form a portfolio with an expected rate of return of 11%, you should invest _______ of your portfolio in treasury bills.

Select one: a. 17% b. 25% c. 65% d. 50%