You invest $1,000 in a (i) risky asset that has an expected rate of return of 17% and a standard deviation of 40% and (ii) T-bill with a rate of return of 4%. 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 11% ? 1) Cannot be determined. 2) 46.2% and 53.8% 3) 62.5% and 37.5% 4) 53.8% and 46.2% 5) 75% and 25%