You are considering investing $$1,400$ in a complete portfolio. The complete portfolio is composed of Treasury bills that pay $4\%$ and a risky portfolio, P$,$ constructed with two risky securities$,$ X and Y$.$ The optimal weights of X and Y in P are $60\%$ and $40\%$ respectively. X has an expected rate of return of $18\%,$ and Y has an expected rate of return of $14\%.$ To form a complete portfolio with an expected rate of return of $9\%,$ you should invest approximately $\_\_\_\_\_\_\_\_\_\_$ in the risky portfolio. This will mean you will also invest approximately $\_\_\_\_\_\_\_\_\_\_$ and $\_\_\_\_\_\_\_\_\_\_$ of your complete portfolio in security X and Y$,$ respectively.

Multiple Choice

$0\%$; $60\%$; $40\%$

$50\%$; $30\%$; $20\%$

$32\%$; $42\%$; $26\%$

$40\%$; $24\%$; $16\%$