You are considering investing a total amount of $$1,000$ in a $T-$bill that pays $0\mathrm{.}05$ and a risky portfolio, $P,$

constructed with two risky securities$,x$ and $Y.$ The weights of $x$ and $Y$ in $P$ are $0\mathrm{.}60$ and $0\mathrm{.}40,$ respectively,

Khas an expected ratc of return of $0\mathrm{.}14$ and variance of $0\mathrm{.}01,$ and $Y$ has an expected rate of retum of $0\mathrm{.}10$

and a variance of $0\mathrm{.}0081.$

What would be the dollier value of your positions in $x,Y,$ and the T$-$bill, respectively, if you decide to hold

this portfolio $(T-$bill and risky portfolio$)$ that has an expected outcome $($value$)$ of $$1,120$ at the end of the

investment period? Note; This question is not related to optimal portfolio allocation formulac, Basic

portfolio return calculations. $(20$ pts$.)$