The following data are available relating to the performance of Seminole Fund and the market portfolio: Seminole Market Portfolio Average return 18 % 14 % Standard deviations of returns 30 % 22 % Beta 1.4 1.0 Residual standard deviation 4.0 % 0.0 %The risk-free return during the sample period was 6%. If you wanted to evaluate the Seminole Fund using the M 2 measure, what percent of the adjusted portfolio would need to be invested in T-Bills? 50% 8% 27% 36% -36% (borrow)