Please provide a numerical explanation for both of the answers. (NO EXCEL)

Q4. Suppose you have an economy with only two risky assets X and Y. You are given the following information: Security Sigma COV (X,Y) ER X 9.168% 0.096 -0.00905 Y Y 12% 0.10 Suppose you have a risk-free asset (T-bill) that pays 5% and that the proportions to invest in each risky security to form the optimal portfolio (P*) [in other words, the portfolio forming the tangency point between the CAL with highest slope and the efficient frontier are: If you want to achieve a rate of return 14% using P* and the T-bill, how much will you invest in the T-Bills