You Invest $10,000 in a Complete Portfolio

You invest $10,000 in a complete portfolio. The complete portfolio is composed of a risky asset with an expected rate of return of 15% and a standard deviation of 21% and a Treasury bill with a rate of return of 5%. How much money should be invested in the risky asset to form a portfolio with an expected return of 11%?

A) $6,000
B) $4,000
C) $7,000
D) $3,000