1. You are considering Investing $1000 in a compete portfolio. the compete portfolio is composed of treasury bills that pay 5% and a risky portfolio, P, constructed with 2 risky securities x and y. the weight of x and y in p are 60% and 40% respectively. x has an expected rate of return of 14% and y 10%. to form a complete portfolio with an expected return of 8%, how much should you invest in the Tbills x and y respectively?

a. 59.46, 24.32, 16.22

b. 55.20, 27.80, 45.0

c. 24.32, 55.45, 20.23

d. none

2. You invest 55% of your money in security a with a beta of 1.4 and the rest of your money in security b with a beta of .9. the beta of the resulting portfolio is

a. 1.466

b. 1.157

c. .968

d. 1.082

e. 1.175