You manage a portfolio (call it P) that has an expected return of 20% with a standard deviation of 30%. The current risk-free rate is 6%. Portfolio P is comprised of three sector funds, A,B, and C. The percent invested in the various sectors is as follows: 30% is sector A,50% in sector B,20% in sector C. Another client wishes to invest an amount in your portfolio (remainder in the risk-free asset) so that the expected return of her portfolio is equal to 14 percent. The percent to invest in portfolio P is closest to: 27% 37% 57% 67%