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 Pare 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) 96 Continue from the previous problem, and use your answer from #4 for the following question: What is the weight you invested in Treasury bills? What is the weight you invested in the risky portfolio? hint: rc-wp*rpwfert; and wf-1-wp 0.08 - wp*rp + (1.wp) *0.05 (where rp is your answer from #4) (Round your answer to the second decimal place Enter your answer as %. For example (this is just an example), 0.3627 - 36.27% and you should enter 36.27 as your answer. If you enter 0.36 the system will take 5 points off automatically). weight in risky portfolio weight in Treasury bills- %