QUESTION 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 Y in Pare 70% and 30%, respectively. X has an expected rate of return of 20%, and has an expected nute of return of 11%. To form a complete portfolio with an expected rate of return of 15%, you should invest in the risky portfolio O $569 $813 $1000 $1143 QUESTIONS Which of the following correlation coefficients will produce the most diversification benefit OO QUESTIONS Security X has an expected rate of return of 13% and a bea of 0.8. The risk-free rules and despected of Singat pricing model security is