You are considering investing $1,000 in a complete portfolio. The complete portfolio is composed of Treasury bills that pay 2% and a risky portfolio, P, constructed with two risky securities, X and Y. The optimal weights of X and Y in P are 40% and 60%, respectively. X has an expected rate of return of 0.10 and variance of 0.0081, and Y has an expected rate of return of 0.06 and a variance of 0.0036. The coefficient of correlation, rho, between X and Y is 0.45. If you decide to hold a complete portfolio that has a standard deviation of expected returns, i.e., the risk or sigma, of 10% What will be the dollar values of your positions in X, Y, and Treasury bills, respectively?