As an individual investor, you have three funds to invest into. The first is an equity fund, the second is a corporate bond fund, and the third is a money-market fund (hint: use it as the risk-free asset). Assume your personal degree of risk aversion is 4 (A=4). The correlation between the equity fund and the bond fund returns is 0.2.

Fund	Expected Return	Risk
Equity Fund	18%	28%
Corporate Bond Fund	6%	14%
Money Market Fund	2%

Questions: 1. Minimum variance portfolio (2 points): a. Find weights of the equity and the corporate bond funds in the minimum variance portfolio. b. Compute the expected return (E[r]) and the risk (standard deviation) of the minimum variance portfolio. 2. Optimal portfolio (2 points): a. Find weights of the equity and corporate bond funds in the most efficient feasible portfolio that you can form from the equity and the corporate bond fund (Hint: you need to form the optimal portfolio). b. Find the expected return (E[r]) and risk (standard deviation) of the optimal portfolio. 3. Complete portfolio (4 points): a. Compute the slope of the Capital Allocation Line (CAL) using the optimal portfolio you formed in Q#2 as your risky portfolio. b. Using the optimal portfolio from Q#2 as your risky portfolio, find weights of the risk-free asset and the risky portfolio in the complete portfolio if your personal degree of risk aversion is 4. c. Compute the expected return (E[r]) and the risk (standard deviation) of your complete portfolio. d. Compute weights of the equity and corporate bond fund in the complete portfolio.

I just need the answers of Q 3. (a) (b) (c) and (d)