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20 of 33 Mark You are considering investing $1,000 in a T-Bill that pays 1.2%...

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20 of 33 Mark You are considering investing $1,000 in a T-Bill that pays 1.2% and a risky portfolio P constructed with two risky securities X and Y. The weight of Xin portfolio P is 0.65 and X has an expected rate of return of 55% and a variance of 0.4. Y has an expected rate of return of 12% and a variance of 0.1. p(x,y) is 0.2. Given a risk aversion coefficient of 3 and a utility function that follows the following equation U given by E(r) - (1/2)Ao? How much money would you use in X, Y and the T-Bill to make you the most satisfied? O a Invest $1,194 from TBills, borrow $135.8 in X and borrow $58 2 in Y Ob Invest $352.4 in Rf, invest $420.9 in X and invest $226 7 in Y Oc Borrow $942.8 in Rf, invest $1,262 8 in X and invest $680 in Y Od Borrow $352.4 from TBills, invest $6476 in X and invest $647.6 in Y O e None of the choices is correct Unsure

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