An Investor Wishes to Earn a Portfolio with a Standard $20 \%$

Multiple Choice

An investor wishes to earn a portfolio with a standard deviation of 5%,by placing funds in the risk-free and risky asset portfolios.If the risky asset portfolio has a standard deviation and return of 10% and 5% respectively,calculate the weight that needs to be invested in the risky asset to achieve a standard deviation of 5%.

A) $20 \%$
B) $40 \%$
C) $50 \%$
D) $75 \%$