1. The universe of available securities includes two risky stock funds, A and B, and T-bills. The data are as follows: The correlation coefficient between \( \mathrm{A} \) and \( \mathrm{B}=0.4 \). 1) What is the covariance between funds \( A \) and \( B \) ? Covariance \( (X, Y)=\sum_{t=1}^{N} \operatorname{Prob}(x, y)((x-E(X))(y-E(y)) \) Covariance \( (X, Y)= ho_{3 x} \sigma_{x} \sigma_{y} \) 2) Find the optimal risky portfolio, \( P \), and its expected return and standard deviation 3) Find the slope of the CAL supported by T-bills and portfolio \( P \). 4) How much will an investor with \( \mathrm{A}=4 \) invest in funds \( \mathrm{A} \) and \( \mathrm{B} \) and in T-bills?

please see my previous question in Table format