This question has two sub-questions. Assume that t-bills generates a return of 3 %. Which of the following risky portfolios is the optimal risky portfolio? Now assume that you wish to have a total expected return on your portfolio of 5 %, how much of your funds should be invested in the optimal risky portfolio, and how much in t-bills, respectively? E(r) J Portfolio A 12 % 25 % Portfolio B 13 % 30 % Portfolio C 10 % 24 % Select one: O a. Portfolio B is the optimal risky portfolio and you should have 25 % in the risky portfolio and the rest in t-bills. O b. Portfolio A is the optimal risky portfolio and you should have 22 % in the risky portfolio and the rest in t-bills. O C. Portfolio B is the optimal risky portfolio and you should have 20 % in the risky portfolio and the rest in t-bills. O d. Portfolio C is the optimal risky portfolio and you should have 37 % in the risky portfolio and the rest in t-bills. O e. I cannot tell which risky portfolio that is optimal with the given information. f. Portfolio A is the optimal risky portfolio and you should have 32 % in the risky portfolio and the rest in t-bills. O g. At least two of the risky portfolios are equally preferable. O h. Portfolio C is the optimal risky portfolio and you should have 29 % in the risky portfolio and the rest in t-bills