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You are considering investing $1,000 in a T-bill that pays 0.05 and a risky portfolio,...

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You are considering investing $1,000 in a T-bill that pays 0.05 and a risky portfolio, P, constructed with two risky securities, X and Y. The weights of X and Y in P are 0.60 and 0.40, respectively. X has an expected rate of return of 0.14 and variance of 0.01, and Y has an expected rate of return of 0.10 and a variance of 0.0081. If you want to form a portfolio with an expected rate of return of 0.10, what percentages of your money must you invest in the T-bill, X, and Y, respectively, if you keep X and Y in the same proportions to each other as in portfolio P? Select one: O A. 0.50; 0.30; 0.20 OB. 0.25, 0.45; 0.30 OC. 0.32; 0.41; 0.27 OD. 0.19; 0.49; 0.32 O E Cannot be determined

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