You want to have 15% of return from a two-asset portfolio, a risky asset with an expected rate of return of 0.12 and a standard deviation of 0.15 and a T-bill with a rate of return of 0.05. Find the weight of risky asset and T-bill each to achieve the goal

Group of answer choices 12%; 88%

111%; -11%

143%; -43%

65%; 35%