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You invest $100 in a risky asset and a T-bill. The risky asset has an expected rate of return of 0.12 and a standard deviation

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You invest $100 in a risky asset and a T-bill. The risky asset has an expected rate of return of 0.12 and a standard deviation of 0.15; and the T-bill has a rate of return of 0.04. With an investment horizon of one year, a portfolio that has an expected outcome of $116 for the $100 initial investment is formed by borrowing $50 at the T-bill rate and investing the total amount ($150) in the risky asset. O investing $50 in the risky asset and $50 in the T-bill. O investing $100 in the risky asset. O investing $80 in the risky asset and $20 in the T-bill

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