You invest $100 in a complete portfolio. The complete portfolio is comprised of a risky asset with an expected rate of return of 12% and a standard deviation of 15% and a treasury bill with a rate of return of 5%. __________ of your money should be invested in the risky asset to form a portfolio with an expected rate of return of 9%

A. 87%

B. 77%

C. 67%

D. 57%