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You are considering investing $1,000 in a complete portfolio. The complete portfolio is composed of...

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You are considering investing $1,000 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 Pare 60% and 40%, respectively. X has an expected rate of return of 14%, and Y has an expected rate of return of 10%. To form a complete portfolio with an expected rate of return of 11%, you should invest of your complete portfolio in Treasury bills. Multiple Choice O 36% 25% 19% 50% None of the above

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