You are considering investing $100,000 in a complete portfolio. The complete portfolio is composed of Treasury notes that pay 1% 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 10% and Y has an expected rate of return of 6%. To form a complete portfolio with an expected rate of return of 4%, 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. Group of answer choices

25%, 45%, 30%. 50%, 30%, 20%. 0%, 60%, 40%. 60%, 24%, 16%. 40%, 24%, 16%. PreviousNext