3 Optimal perife choice with the risky and me risk-free asse: Jessica has $10.000. She can imes the money in spate bond (2) Rock, and the role bill. The table below provides these expected and standard deviation Bond (D) T-Bild Experted R 17 29 Standard Deviation The coeffint of corrup) berrecoenste bond and the stock 20% Jouticals arisk version - Which ricky honor a Sigher Sharpentier points (b) What are the weight of the bottend the rock in the optimal ruky portief two ruky (10) Dees the optimal riay portfelio be a bigkes ar kower Sharpe rate than the stock and the hond and why? (106) (d) What are the mal weight that Sonia chooses for the optimal risky partielle and be the risk-free-hillin er overall portion dollars should lessia invest in the corporate bond, the stack, and the T-hill respectively as the time portfolio (10 points) tel Suppose tullesskas not take the class. For her risky porobo. she invests 10% in the bonland 90% in the stock the Sharpe ratio of her risky portfolio bagher or lower then the Sharpe ratio of the optimal portfolio that you contract in by and why? (3) Jim has tik vien A. Would's omal risky portfolio be the same as that in question (by? Would him and Jewicach the same overall optimal portale in question idy? Explain. (5%) 3 Optimal perife choice with the risky and me risk-free asse: Jessica has $10.000. She can imes the money in spate bond (2) Rock, and the role bill. The table below provides these expected and standard deviation Bond (D) T-Bild Experted R 17 29 Standard Deviation The coeffint of corrup) berrecoenste bond and the stock 20% Jouticals arisk version - Which ricky honor a Sigher Sharpentier points (b) What are the weight of the bottend the rock in the optimal ruky portief two ruky (10) Dees the optimal riay portfelio be a bigkes ar kower Sharpe rate than the stock and the hond and why? (106) (d) What are the mal weight that Sonia chooses for the optimal risky partielle and be the risk-free-hillin er overall portion dollars should lessia invest in the corporate bond, the stack, and the T-hill respectively as the time portfolio (10 points) tel Suppose tullesskas not take the class. For her risky porobo. she invests 10% in the bonland 90% in the stock the Sharpe ratio of her risky portfolio bagher or lower then the Sharpe ratio of the optimal portfolio that you contract in by and why? (3) Jim has tik vien A. Would's omal risky portfolio be the same as that in question (by? Would him and Jewicach the same overall optimal portale in question idy? Explain. (5%)