3. What statistics and portfolio characteristics should TAM present, assuming different levels of investment in the ProValue fund ($5 million, $10 million, and $15 million)? Optimal Risky Portfolio weights for ProValue fund: Expected Return Standard Deviation Optimal Risky Portfolio ROC 0.33 0.52582863 6.9554% PII 0.35 0.40735386 -16.8802% MRC 0.2 0.3026457 -36.5813% ETFC 0.3 0.49540071 -23.7401% EGN 0.22 0.29885568 17.4147% USM 0.19 0.25449591 -96.4794% BAH 0.22 0.45818688 31.3511% FNF 0.23 0.19916684 136.9097% LPLA 0.24 0.3025382 40.6068% ATO 0.11 0.14558616 50.4087% CNO 0.33 0.63661747 -9.9653% ORP Standard Deviation 0.09801527 Expected Return 0.17837555 Risk Premium 0.15837555 Sharpe Ratio 1.61582529