You manage a risky portfolio P that has the following characteristics: expected return = 16% and the standard deviation of the return of your portfolio = 20%. The risk-free rate is at 4%. Your client wants to invest a proportion of her total investment budget in your risky portfolio to maximize expected return and at the same time limit the volatility to no higher than 14% on her overall portfolio. Then the proportion she should invest in your risky portfolio is

	A.	78%
	B.	65%
	C.	80%
	D.	75%
	E.	70%