I want the solution with Excel

38) 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 ? A) 0.25;0.45;0.30 B) 0.19;0.49;0.32 C) 0.32;0.41;0.27 D) 0.50;0.30;0.20 E) Cannot be determined