Problem marks) You are considering investing $1 million in a T-bill, that pays 5% return, and a risky portfolio, P constructed with 2 risky securities, X and Y. The weights of X and Y in portfolio P are 60% and 40%, respectively. X has an expected rate of return of 14% and variance of 100, and Y has an expected rate of return of 10% and a variance of 81, if you want to form a portfolio with an expected rate of return of 10%, how much of your mor ey must you invest in the T-bill and.x & Y, respectively if you keep X and Y in the same proportions to each other as in portfolio P