You invest $1,000 in a complete portfolio. The complete portfolio is composed of a risky asset with an expected rate of return of 16% and a standard deviation of 20% and a Treasury bill with a rate of return of 6%. A portfolio that has an expected value in 1 year of $1,100 could be formed if you _________.

a) place 40% of your money in the risky portfolio and the rest in the risk-free asset place

b) 55% of your money in the risky portfolio and the rest in the risk-free asset place

c) 60% of your money in the risky portfolio and the rest in the risk-free asset place

d) 75% of your money in the risky portfolio and the rest in the risk-free asset