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 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%. the dollar values of your positions in x, y, and treasury bills would be _________, __________, and __________, respectively, if you decide to hold a complete portfolio that has an expected return of 8%.

Respuesta :

.11= Wf(.05)+(1-Wf)*{(.6)(.14)+(.4)(.10
Wf=.19
Hope this is the answer you were looking for I just explained the math here and showed the correct answer now you can fill in the blanks. Good luck!
- Just Peachy