The expected rates of return on portfolios X and Y are 12% and 19%, respectively. The beta of X is 0.7 while that of Y is 2. The standard deviation for X is 10% while that for Y is 39%, and X and Y have a correlation of +1. Also, the T-bill rate is 6% and the market risk premium is also 6%. If you had to invest in T-bills and only one of the portfolios below, which would you choose? 0.25*X+0.75*Y 0.75*X+0.25*Y 0 0 The expected rates of return on portfolios X and Y are 12% and 19%, respectively. The beta of X is 0.7 while that of Y is 2. The standard deviation for X is 10% while that for Y is 39%, and X and Y have a correlation of +1. Also, the T-bill rate is 6% and the market risk premium is also 6%. If you had to invest in T-bills and only one of the portfolios below, which would you choose? 0.25*X+0.75*Y 0.75*X+0.25*Y 0 0