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Can i please have help with this question. Please solve the amount of money for each category and the lowest possible volatility. Your investment portfolio

Can i please have help with this question.
Please solve the amount of money for each category and the lowest possible volatility. image text in transcribed
Your investment portfolio consists of $15,000 invested in only one stock-Amazon. Suppose the risk free rate is 5% Amazon stock has an expected return of 12% and a volatility of 40%, and the market portfolio has an expected return of 10% and a volatility of 18%. Under the CAPM assumptions. a. What alternative investment has the lowest possible volatility while having the same expected return as Amazon? What is the volatility of this investment? b. What investment has the highest possible expected return while having the same volatility as Amazon? What is the expected retum of this westment? Hint. Make sure to round all intermediate calculations to at least five decimal places a. What alternative investment has the lowest possible volatility while having the same expected return as Amazon? To create an alternative investment that has the lowest possible volatility while having the same expected return as Amazon, we use the following strategy Sell $worth of Amazon stock. (Round to the nearest dollar) Borrow s at the risk free rate (Round to the nearest dollar) Buy worth of the market portfolio (Round to the nearest dollar) Buy worth of the risk-free Investment (Round to the nearest dollar)

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