You invest $$1,600$ in a complete portfolio. The complete portfolio is composed of a risky asset with an expected rate of return of $17\%$ and a standard deviation of $20\%$ and a Treasury bill with a rate of return of $8\%.$ of your complete portfolio should be invested in the risky portfolio if you want your complete portfolio to have a standard deviation of $11\%.$

Multiple Choice

$12\%$

$32\%$

$55\%$

$9\%$