You Invest $100 in a risky asset with an expected rate of return of 0.11 and a standard deviation of 0.20 and a T-bill with a rate of return of 0.03. 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 0.087 Multiple Choice 85% and 15% 57% and 43% 62.5% and 37.5% Cannot be determined. 75% and 25%