Question 11 0 / 1 pts You are considering investing in safe treasury notes that pay 1% and a risky portfolio, P, constructed with 2 risky assets, A and B. The weights of A and B in P are 0.80 and 0.20, respectively. A has an expected rate of return of 15% and B has an expected rate of return of 5%. If you want to form a combined portfolio C with an approximate expected rate of return of 7%, what percentages of your money must you invest in the A, B, and the T- notes respectively, if you keep A and B in the same proportions to each other as in portfolio P? 25%; 25%, 50% You Answered 64%; 16%; 20% 56%; 14%; 30% Correct answer O 40%; 10%; 50% 120%; 30%; -50%