Assume that in addition to INTC and COLM, the risk-free rate is also available to you (short sales are permitted). Use the "Two Assets Rf" spreadsheet. What are the weights of INTC and COLM that combine the tangent portfolio? Calculate the expected returns and standard deviation of the tangency portfolio. You need to use the Solver to maximize the Sharpe ratio. Draw the new efficient frontier, i.e., the capital allocation line of the tangent portfolio. I might have already set up the Excel file for you so that this plot automatically shows up once you finish part a). Consider two investors with the quadratic utility function U= E(r) - 1/2 A sigma(r)^2. Investor Jack has a risk aversion coefficient A of 5 while Mike has an A of 2. What are their respective complete portfolios? Please report the weights and the expected returns and standard deviations. Add their portfolios in your plot in (3.a). This question does not need Solver. Please compare with your answers in 2c). Comment on your findings