You are considering investing $2100 in a complete portfolio. The complete portfolio is composed of...

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You are considering investing $2100 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 and Yin Pare 75% and 25% respectively has an expected rate of return of 12%, and Y has an expected rte of return of 9%. To form a complete portfolio with an expected rate of return of 8%, 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. o o 0 21%, 63%, 16% 48% 36%:12% 50% 30% 13% 0%; 75%, 25%

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