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 values of your positions in X and Y$,$ respectively, if you decide to hold

$40\%$ of your money in the risky portfolio and $60\%$ in T$-$bills?

A$)$ Cannot be determined.

B$)$ $$360$; $$240$

C$)$ $$100$; $$240$

D$)$ $$240$; $$360$

E$)$ $$240$; $$160$