Question 2. Suppose you have an economy with only two risky assets X and Y. You are given the following information: Security E(R) Sigma COV (X,Y) X 9.168% 0.096 Y 12% 0.10 -0.00905 a 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: w* = 0.5075 and w; = 0.4925 . If you want to achieve a rate of return 14% using P* and the T-bill, how much will you invest in each? =