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You are considering investing $2,100 in a complete portfolio.The complete portfolio is composed of Treasury bills that pay 5%and a risky portfolio, P , constructed

You are considering investing $2,100 in a complete portfolio.The complete portfolio is composed of Treasury bills that pay 5%and a risky portfolio, P, constructed with two riskysecurities, X and Y. The optimal weights of X and Y in Pare 75% and 25% respectively. X has an expected rate of return of12%, and Y has an expected rate of return of 9%. To form a completeportfolio with an expected rate of return of 8%, you should investapproximately __________ in the risky portfolio. This will mean youwill also invest approximately __________ and __________ of yourcomplete portfolio in security X and Y, respectively.

0%; 75%; 25%

21%; 63%; 16%

50%; 38%; 13%

48%; 36%; 12%

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