Use the following to answer questions $49-50.$

You are considening investing $$1,000$ in a complete portfolio. The complete portfolio is composed of treasury bills that pay $5\%$ and a nisly portfolio, $P,$ constructed with $2$ risly securites $x$ and $Y.$ The optimal weights of $x$ and $Y$ in $P$ are $60\%$ and $40\%$ respectivelyx has an expected rate of retum of $14\%$ and $Y$ has an expected rate of retum of $10\%.$

$49.$ To form a complete portfolio with an expected rate of retum of $11\%,$ you should imyest about $q,$ of your complete portfolio in treasury bills.

a$.19\%$

b$.25\%$

c$.50\%$

d$.65\%$