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4. 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,

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4. 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 20% and 80%, respectively. X has an expected rate of return of 16%, and Y has an expected rate return of 11%. To form should invest- A. $1143 B. $1000 C. -$200 of a complete portfolio with an expected rate of return of 12%, you in the risky portfolio P D. $875 5. 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 30% and 70% respectively. X has an expected rate of return of 20%, and Y has an expected rate of return of25%. To form a complete portfolio with an expected rate of return of 18%, you should invest approximately in the risky portfolio. This will mean you will also invest approximately security X and Y, respectively. A. 0%,30% 70% and of your complete portfolio in B. 35%; 1596; 5090 C. 70%; 2196; 49% D. 22%,28%; 60%

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