You are considering investing $$2,400$ in a complete portfolio. The complete portfolio is composed of Treasury bills that pay $8\%$ and a risky portfolio, $P,$ constructed with two risky securities$,x$ and $Y.$ The optimal weights of $x$ and $Y$ in $P$ are $75\%$ and $25\%$ respectively. $x$ has an expected rate of return of $15\%,$ and $Y$ has an expected rate of return of $12\%.$ To forr a complete portfolio with an expected rate of return of $11\%,$ you should invest approximately in the risky portfolio. This will mean you will also invest approximately and $Y,$ respectively. of your complete portfolio in security $x$ and

References

Multiple Choice

$27\%$;$60\%$;$13\%$

$0\%$;$75\%$;$25\%$

$50\%$;$38\%$;$13\%$

$48\%$;$36\%$;$12\%$