"Boeing BA" "Kellogg K" Risk-free Rate Average 10.75% 6.28% 2% Variance 0.1152 0.0166 Sigma 33.94% 12.87% Cov(rBA,rK) -0.0043 Part A. Consider a portfolio consisting of BA and K only. Given the investment allocation below, calculate portfolio's Sharpe ratio Percentage in BA 40.00% Percentage in K 60.00% Expected portfolio return, E(rp) 8.07% Portfolio standard deviation, sp 14.95% 12.95% Sharpe Ratio 0.8662 Part B. Now consider adding the risk-free asset to the portfolio in Part A. Given the investment allocation below, calculate portfolio's expected return and standard deviation Percentage in portfolio (BA and K) 70% Percentage in risk-free asset 30% Expected portfolio return 0.0941 Portfolio standard deviation 0.2370 Part B. Identify the market portfolio, the intercept and the slope of the capital market line (CML) equation Percentage of BA in the market portfolio Percentage of K in the market portfolio CML intercept CML slope Part C. If you invest 20% in the risk-free asset a rest in the market portfolio, what are your portfolio expected return and standard deviation? Percentage of investment in the risk-free asset Percentage of investment in the market portfolio Expected portfolio return, E(rp) Portfolio standard deviation, sp please give equations with the answers thanks