20) You are considering investing $2,100 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 75% and 25% respectively. X las an expected rate of return of 12%, and Y has an expected rate 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.
A) 0%, 75%, 25%
B) 50%, 38%, 13%
C) 48%, 36%, 12%
D) 21%, 63%, 16%