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%. To form a complete portfolio with

an expected rate of return of 8%, you should invest approximately

in the risky portfolio. This will mean you will also invest approximately

and of your complete portfolio in security X and Y, respectively.

a) 0%; 60%; 40%

b) 25%; 45%; 30%

c) 40%; 24%; 16%

d) 50%; 30%; 20%