Asset	E(R)	Std. deviation
A	12%	40%
B	20%	50%

Your optimal risky portfolio formed with the two stocks above (A and B) has an expected return of 16% and a standard deviation of 32%. The risk-free rate is 4% and you have a risk-aversion parameter of 3. What is the proportion of your investment in A, B, and the risk-free asset, respectively, in your final portfolio?

	A.	53.3%; 17.8%; 28.9%
	B.	56.9%; 14.2%; 28.9%
	C.	37.5%; 12.5%; 50.0%
	D.	17.9%; 6.0%; 76.1%
	E.	21.7%; 7.2%; 71.1%