the most important answer is C ,Dand E , If you are not able to answer it leave it for another expert,I know the A,b answer.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 P are 60% and 40%, respectively. X has an expected rate of return of 14%, and Y has an expected rate of return of 10%. The risky portfolio, P, has a standard deviation of 0.7. Assuming you decide to hold a complete portfolio that has an expected return of 8%:

a.What is the expected return of your risky portfolio?12.4%

b.What is the weight you invested in Treasury bills? What is the weight you invested in risky portfolio? (hint: rc = wp*rp + wf*rf; and wf = 1-wp)

Weightage of treasury bills is 59.46%

Weightage of risky investment in X and Y is 40.54%

c.What is the variance of the complete portfolio?

d.What is the price of risk of the complete portfolio?

E,What is the sharp ratio of the CAL?