any help will be appreciated

QUESTION 1 MONTHLY Expected Returns, Standard Deviations, and Correlations (1975-2014, 480 months). Portfolios are Top or Bottom Decile in Size or Book-to-Market Ratio Correlation with Assot Class Expected Sid Large Small Value Growth Gold Return Deviation Stocks Stocks Stocks Stocks Large Stocks 1.01% 430% 1:00 0.65 0.75 0.93 -0.01 Small Stocks 1.35% 6.10% 0.65 1.00 0.75 0.69 0.07 Value Stocks 1.51% 5.94% 0.75 0.75 1.00 0.65 0.01 Growth Stocks 0.95% 5.13% 0.93 0.69 0.65 1.00 Gold 05496 5.66% -0.01 0.01 0.00 1.00 0.00 0.07 For the questions below, assume a risk-free rate of 0.4% per month 1. Suppose you are currently invested 100% in LARGE stocks, and you CANNOT short (1.c. portfolio weights cannot be negative): a. Find the portfolio that maximizes expected return if you want the same risk of LARGE stocks, b. What is the expected return of this portfolio and what are the portfolio weights in this case? C. How much are expected returns increased on a monthly basis by switching from 100% LARGE stocks to this new portfolio? 2. Suppose you CAN short assets at no extra cost (so weights can be negative). a. Find the portfolio that maximizes expected return if you want the same risk of LARGE stocks. What are the portfolio weights? b. Which asset do you SHORT in this portfolio? What asset has the biggest increase in portfolio weight from the CANNOT sbort to CAN short examples? Why? c. Consider the portfolios you found that maximize expected returns subject to having the same risk as LARGE stocks. What is the benefit in terms of expected returns, in being able to SHORT assets Vs not being able to SHORT asset? Given this benefit, is allowing the investor to SHORT important in this example