3 You are considering investing $1,000 in a complete portfolio. The complete portfolio is composed of Treasury bills that pay 2% and an optimal risky portfolio, P, constructed with two risky securities, X and Y. The optimal weights of X and Y in P are 40% and 60%, respectively. X has an expected rate of return of 10% and a standard deviation of 15%, and Y has an expected rate of return of 5% and a standard deviation of 7%. The correlation coefficient between X and Y is 0.2. If you decide to hold a complete portfolio that has an expected return of 8%, calculate the Sharpe ratio of your complete portfolio and the DOLLAR values of your positions in X, Y, and Treasury bills respectively. Keep at least two decimal places in all your answers