Consider a CAL in which the risk$-$free rate is $4\%,$ the risky portfolio P return is $12\%,$ and the portfolio P risk is a standard deviation of $17\%.$

Risk$-$free rate $4\%$

Portfolio P Return $12\%$

Portfolio P Standard Deviation $17\%$

A$)$ What are the allocations to the risk$-$free asset and portfolio P needed to obtain expected returns of $5\%?$

The portfolio P weight would be

$\%$ while the risk$-$free asset weight would be

$\%.$ Round your answers to the nearest two decimal places. Include a negative sign for negative answers.

B$)$ What are the allocations to the risk$-$free asset and portfolio P needed to obtain expected returns of $10\%?$

The portfolio P weight would be

$\%$ while the risk$-$free asset weight would be

$\%.$ Round your answers to the nearest two decimal places. Include a negative sign for negative answers.

C$)$ What are the allocations to the risk$-$free asset and portfolio P needed to obtain expected returns of $13\%?$

The portfolio P weight would be

$\%$ while the risk$-$free asset weight would be

$\%.$ Round your answers to the nearest two decimal places. Include a negative sign for negative answers.