You have $100,000 available to invest. The risk-free rate, as well as your borrowing rate, is 5%. The risky portfolio has an expected return of 15% and a return standard deviation of 25%. If you want the standard deviation of your investment to be 35%, you must _________.

		borrow $50,000 at the risk-free rate
		invest $20,000 in the risk-free asset
		invest $60,000 in the risk-free asset
		borrow $40,000 at the risk-free rate