You are considering investing $$1,000$ in a complete portfolioin a T$-$bill that pays a rate of return of $0\mathrm{.}06$and a risky portfolio, P$,$ constructed with two risky securities$,$ A and B$.$ The weights of A and B in P are $60\%$ and $40\%,$ respectively. Stock A has an expected rate of return of $0\mathrm{.}13$ and a variance of $0\mathrm{.}01,$ and Stock B has an expected rate of return of $0\mathrm{.}2$ and a variance of $0\mathrm{.}0081.$ If you want to form a complete portfolio with an expected rate of return of $0\mathrm{.}08,$ what percentages of your money must you invest in the T$-$bill, A$,$ and B$,$ respectively, if you keep A and B in the sameAA