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You are considering investing $1,500 in a complete portfolio. The complete portfolio is composed of Treasury bills that pay 5% and a risky portfolio, P,

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You are considering investing $1,500 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 15%, and Y has an expected rate of return of 12%. To form a complete portfolio with an expected rate of return of 9%, 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. 0%; 60%; 40% 50%; 30%; 20% 45%; 27%; 18% 27%; 45%; 28%

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