You manage a portfolio (call it P) that's 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, C. The percent invested in the various sectors is as follows: 30% in sector A; 50% in sector B; 20% in sector C. One of your clients wishes to invest an amount in your portfolio (the reminder will be in the risk-free asset) so that the standard deviation of his portfolio will be 20 percent. The percent to invest in portfolio P is closest to: 20 percent 30 percent 67 percent 80 percent