This question has two sub-questions. Assume that t-bills generates a return of 4%. 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 6%, how much of your funds should be invested in the optimal risky portfolio, and how much in t-bills, respectively? a) Portfolio B is the optimal risky portfolio and you should have 34% in the risky portfolio and the rest in t-bills. b) Portfolio B is the optimal risky portfolio and you should have 29% in the risky portfolio and the rest in t-bills. c) Portfolio C is the optimal risky portfolio and you should have 50% in the risky portfolio and the rest in t-bills. d) Portfolio A is the optimal risky portfolio and you should have 33% in the risky portfolio and the rest in t-bills. e) Portfolio A is the optimal risky portfolio and you should have 43% in the risky portfolio and the rest in t-bills. f) Portfolio C is the optimal risky portfolio and you should have 58% in the risky portfolio and the rest in t-bills. g) At least two of the risky portfolios are equally preferable. h) I cannot tell which risky portfolio that is optimal with the given information