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