You are considering investing $1 million in a complete portfolio. The complete portfolio is composed of Treasury bills that pay 5% 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 14%, and Y has an expected rate of return of 10%. Calculate the percentage you should invest of your complete portfolio in Treasury bills to form a complete portfolio with an expected rate of return of 11%.