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	-0.00905
AND	12%	0.10

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: . If you want to achieve a rate of return 14% using P* and the T-bill, how much will you invest in each?