Assume the risk-free rate is 6% and the market return is 14%.....

Assume the risk-free rate is 6% and the market return is 14%. Consider the information below for securities X and Y. Expected return Risk (0) Beta Security x 13% 0.17 0.92 Security Y 21% 0.32 1.22 Answer the following: (a) Calculate the weights of assets X and Y that will yield a portfolio with an expected return of 0.16