You invest $100 in a risky asset with an expected rate of retum of 0.15 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 retum of 0.092 Select one: o a. 57% and 43% b. cannot be determined c. 50% and 50% d. 30% and 270% e. 40% and 60% Next page