After performing an optimal security selection and asset allocation using stocks ABC and XYZ and a T-bill, you found the following weights:

y=60%

w_ABC=70%

w_XYZ= 30%

You have $4000 to invest.

You will need to...

		Invest $2800 in ABC.
		Invest $2400 in the ORP.
		Invest $300 in XYZ.
		Borrow $1600.