q9

q10

You are considering investing $1,000 in a complete portfolio. The complete portfolio is composed of Treasury bills that pay 5% and a risky portfolio, P. constructed with two risky securities, X and Y. The optimal weights of X and Yin P are 55% and 45% respectively. X has an expected rate of return of 15%, and Y has an expected rate of return of 10%. To form a complete portfolio with an expected rate of return of 9%, you should invest approximately in the risky portfolio. This will mean you will also invest approximately and of your complete portfolio in security X and Y, respectively. 51.61%; 28.38554; 23.2245% 49.80%; 27.39%; 22.41% 60.98%; 33.539%; 27.441% 55.909; 30.745%; 25.155% The return on the risky portfolio is 16%. The risk-free rate, as well as the investor's borrowing rate, is 8%. The standard deviation of return on the risky portfolio is 15%. If the standard deviation on the complete portfolio is 20%, the expected return on the complete portfolio is 16% 12.5% 18.64% 10.5%