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You are considering investing $ 1 , 6 0 0 in a complete portfolio. The complete portfolio is composed of Treasury bills that pay 4
You are considering investing $ in a complete portfolio. The complete portfolio is composed of Treasury bills that pay and a risky portfolio, P constructed with two risky securities X and Y The optimal weights of X and Y in Pare and respectively. X hasVersion an expected rate of return of and Y has an expected rate of return of To form a complete portfolio with an expected rate of return of you should invest approximately in the risky portfolio. This will mean you will also invest approximately andof your complete portfolio in security X and Y respectively.
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