You are considering investing $$1,000$ in a complete portfolio in a T$-$bill that pays a rate of return of $0\mathrm{.}04$ 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 $0\mathrm{.}15$ and a variance of $0\mathrm{.}01,$ and Stock B has an expected rate of refur of $0\mathrm{.}08$ and a variance of $0\mathrm{.}0081.$ If you want to form a complete portfolio with an expected rate of return of $0\mathrm{.}14,$ what percentages of your money must you invest in the T$-$bill, A$,$ and B$,$ respectively, if you keep A and B in the same proportions to each other as in portfolio P$?$