d. (7 MARKS) Following the Markowitz model, assume that risky securities in your complete portfolio (found in question b) are the part of optimal risky portfolio P. Find the weight of each risky security in portfolio P and the weight of portfolio P in the complete portfolio.

Optimal Weights complete portfolio

-105,3084%

-26,0008%

61,5387%

-115,7929%

84,1709%

52,6331%

y*AC.TO

y*RY.TO

y*ATD.TO

y*CTC-A.TO

y* BBD-B.TO

y*T-Bill

Risk free rate (rf)	0,25%
Coeficient of risk aversion (A)	2

Historical mean of the returns
AC.TO	-0,2502%
RY.TO	0,1265%
ATD.TO	0,5423%
CTC-A.TO	-0,3000%
BBD-B.TO	0,6498%
Risk free rate (rf)	0,25%