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Business, 01.08.2020 16:01 jwoodsk7598

You are considering investing $2,800 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 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 10%, you should invest approximately in the risky portfolio. This will mean you will also invest approximately and of your complete portfolio in security X and Y, respectively. Multiple Choice 0%; 60%; 40% 50%; 30%; 20% 45%; 27%; 18% 24%; 46%; 30%

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