You invest $100 in a risky asset with an expected rate of return of 0.12 and a standard deviation of 0.15 and a T-bill with a rate of return of 0.05. What percentages of your money must be invested in the risky asset and the risk-free asset, respectively, to form a portfolio with an expected return of 8.85%?

A. 59% in the risky asset and 41% in the risk-free asset

B. 55% in the risky asset and 45% in the risk-free asset

C. 70% in the risky asset and 30% in the risk-free asset

D. 66.7% in the risky asset and 33.3% in the risk-free asset

E. Cannot be determined.