Question 39 (2.5 points) You are considering investing $100,000 in a complete portfolio. The complete portfolio is composed of Treasury bills that pay 2.0% and a risky portfolio, P. constructed with two risky securities, X and Y. The optimal weights of X and Y in P are 75% and 25%, respectively. X has an expected rate of return of 19.7%, and Y has an expected rate of return of 6.4%. To form a complete portfolio with an expected rate of return of 13.2%, you should invest of your complete portfolio in Treasury bills. 22.0% 16.0% 19.0% 26.0%