1. Nadine wants to construct a complete portfolio of $5,000. She is planning that the complete portfolio be composed of Treasury bills that pay 6% and a risky portfolio, P. constructed with two risky securities, A and B. The optimal weights of A and B in P are 70% and 30%, respectively. A has an expected rate of return of 1295, and B has an expected rate of return of 0%. In order Nadine to form a complete portfolio with an expected rate of return of 8%, she should (approximately) invest of your complete portfolio in Treasury bills