You invest $100 in a risky asset with an expected rate of return of 0.14 and a standard deviation of 0.20 and a T-bill with a rate of return of 0.06.

What percentages of your money must be invested in the risk-free asset and the risky asset, respectively, to form a portfolio with a standard deviation of 0.08?

	A.	30% and 70%
	B.	50% and 50%
	C.	60% and 40%
	D.	cannot be determined
	E.	40% and 60%