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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.
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 dollar values of your positions in X.Y, and Treasury bills would be and . respectively, if you decide to hold a complete portfolio that has an expected return of 8%. A. $595,$162;$243 B. $162;$595;$243 C. $243;$162;$595 D. $243;$162;$595 E. $595;$243,$162
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