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you invest $ 1 , 0 0 0 in a risky asset with an expected rate of return of 0 . 1 5 and a

you invest $1,000 in a risky asset with an expected rate of return of 0.15 and a standard deviation of .20 and a t bill woth a rate of return of 0.05. if you want to form a portfolio with a standard deviation of 0.08, what percentage of your money must be invested in the risk free asset and the risk asset
a.30% and 70%
b.50% and 50%
c.60% and 40%
d.90% and 10%
e. cannot be determined

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