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, respectively, to form a portfolio with an expected return of 0.09?

		85% in the risky asset and 15% in the risk-free asset
		75% in the risky asset and 25% in the risk-free asset
		67% in the risky asset and 33% in the risk-free asset
		57% in the risky asset and 43% in the risk-free asset
		Cannot be determined