Based on the following information regarding risk and

return and with coefficient of correlation of $0\mathrm{.}7$ to $0\mathrm{.}95$

a$)$ Determine the expected return and standard deviation of

the optimal risky portfolio.

b$)$ Determine the expected return and standard deviation of

the portfolio without any risk free investment

c$)$ If the risk aversion is spread between $2\mathrm{.}5$ to $4,$ determine

how the sharpe ratio change happens

d$)$ Determine the spread between risk free investments in

every situation considering the optimal risky portfolio.