You are considering investing $1,000 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%. The risky portfolio, P, has a standard deviation of 0.7. Assuming you decide to hold a complete portfolio that has an expected return of 8%. a. What is the expected return of your risky portfolio? (Round your answer to the first decimal place)

What is the weight you invested in Treasury bills? What is the weight you invested in the risky portfolio? B. weight in risky portfolio = C. weight in Treasury bills =