1 pts Question 3 Q3-6 are based on the following paragraph You invest $1.000 in a complete portfolia. The complete portfolio is composed of a risky portfolio P with an expected rate of return of 16% and a standard deviation of 20% and a Treasury bill with a rate of ren of of your complete portfolio should be invested in the risky portfolio if you want your complete portfolio to have a standard deviation of 9% 0 1 100 Question 4 1 pts of your complete portfolio should be invested in the risky portfolio if you want your complete portfolio to have an expected return of 10%. 75 O 60% 00% 0 555 Question 5 1 pts Assume the risky portfolio Pincludes two risky stocks X and Y. The optimal weights of X and Yin the risky portfolio Pare 60% and 40% respectively. To form the complete portfolio with an expected rate of return of 10% in the previous question, your actual weight in stocks X and Y in the complete portfolio are and respectively. 0304248 O45 ON 40 02 103