10) Tou invest $1,000 in a complete portfolio. The complete portfolio is composed on a risky asset with an expected rate of return of 16% and a standard deviation of 20% and a Treasury bill with a rate of return of 6%. A portfolio that has an expected value in 1 year of $1,100 could be formed if you A) place 60% of your money in the risky portfolio and the rest in the risk-free asset B) place 75% of your money in the risky portfolio and the rest in the risk-free asset (C) place 40% of your money in the risky portfolio and the rest in the risk-free asset D) place 55% of your money in the risky portfolio and the rest in the risk-free asset 19) You are considering investing $1,000 in a complete portfolio. The complete portfolio is composed of Treasury bills that pay 5% and a risky portfolio, P, constructed with two risky securities, X and Y. The optimal weights of X and Y in P are 60% and 40%, respectively. X has an expected rate of return of 14%, and Y has an expected rate of return of 10%. To form a complete portfolio with an expected rate of return of 11%, you should invest of your complete portfolio in Treasury bills. A) 25% (B) 19% C) 36% D) 50%