A pension fund manager is considering three mutual funds. The first is an equity fund with an expected return of 0.24 and a standard deviation of 0.32. The second is a long-term government and corporate bond fund with an expected return of 0.15 and a standard deviation of 0.15. The third is a T-bill money market fund that yields a rate of 0.08. The covariance between the stock and debt funds returns is 45.

What is the proportion of optimal risky portfolio invested in the equity fund?

What is the proportion of optimal risky portfolio invested in the debt fund?

What is the expected return of the optimal risky portfolio?

What is the standard deviation of the optimal risky portfolio?

What is the reward-to-volatility ratio of the optimal CAL? Please solve quickly i will give you like