Suppose that the expected return on a U.S. large-cap equity fund is 12.0% and the standard deviation is 19%. The expected return of a Asia-Pacifc equity fund is 16% per year and the standard devation is 29%. The correlation between their returns is 0.4. The optimal risky portfolio is 60% invosted in the U.S. large-cap equity fund and 40% invested in the Asis.Pacific equily fund. The optimal risky portiolio has an expected retum of 13.6%, and a standard deviation of 19.2%. The risk-free raco is 4% per year. The investor can toierate a maximum Std Dev. of 17.04% per year on her complete portiolio. How should she invest her money (\$100), rounded to the nearest dollar? Suppose that the expected return on a U.S. large-cap equity fund is 12.0% and the standard deviation is 19%. The expected retum of a Asia-Pacific equity fund is 16% per year and the standard deviation is 29%. The correlation between their returns is 0.4. The optimal risky portfolio is 60% invested in the U.S. large-cap equity fund and 40% invested in the Asia-Pacific equity fund. The optimal risky portfolio has an expected return of 13.6%, and a standard deviation of 19.2%. The risk-free rate is 4% per year. The investor can tolerate a maximum Std. Dev. of 17.04% per year on her complete portfolio. How should she invest her money ($100), rounded to the nearest dollar? NHer allocations are 560 to the US. large-cap equity fund, $40 to the Asia. Pacife equely fund. A. Het alocations are $106 to the U.S. large-cap equly fund, 96 to the risk-tree asset F. C.Her allocaticns are $53 to the U.S. large-cap equity fund, $35 to the Asia-Pacifc equity fund and $12 to the risk-free assel. D. Her allocations are $71 to the Asia.Pacic equily fund and $29 to the risk tree asset F. F. Her alocatons ace $68 to the US. large cap equity fund, $45 to the Asia-Pacfic equiy fund and - 513 to the risk-free asset