You are considering investing $$1,000$ in a T$-$bill that pays $0\mathrm{.}05$ and a risky portfolio, P$,$

constructed with two risky securities$,$ X and Y$.$ The weights of X and Y in P are $0\mathrm{.}60$ and $0\mathrm{.}40,$

respectively. X has an expected rate of return of $0\mathrm{.}14$ and variance of $0\mathrm{.}01,$ and Y has an expected

rate of return of $0\mathrm{.}10$ and a variance of $0\mathrm{.}0081.$

What would be the dollar value of your positions in X$,$ Y$,$ and the T$-$bills, respectively, if you

decide to hold a portfolio that has an expected outcome of $$1,120?$