You invest $100,000 in a complete portfolio. The complete portfolio is composed of a risky asset with an expected rate of return of 20% and a standard deviation of 30%, and a Treasury bill with a rate of return of 8%. How much money should be invested in the risky asset to form a portfolio with an expected return of 17%?

a. $40,000

b. $60,000

c. $75,000

d. $25,000