Consider the following scenarios seen in class Expected Return Debt Fund 8% Equity Fund 13% Risk-Free Correlation 0.1 Risk Aversion (A) 2 Standard Dev. 12% 20% 5% Omega D 0% 5% 10% 15% 20% 25% 3096 35% 40% 45% 50% Omega E 100% 95% 90% 85% 80% 75% 70% 65% 60% 55% 50% Expected Return Standard Deviation Sharpe Ratio 13.00% 20.00% 0.400 12.75% 19.07% 0.406 12.50% 18.16% 0.413 12.25% 17.27% 0.420 12.00% 16.41% 0.426 11.75% 15.59% 0.433 11.50% 14.80% 0.439 11.25% 14.06% 0.445 11.00% 13.36% 0.449 10.75% 12.73% 0.452 10.50% 12.17% 0.452 MV Utility 9.00% 9.11% 9.20% 9.27% 9.31% 9.32% 9.31% 9.27% 9.21% 9.13% 9.02% 50% 55% 60% 65% 70% 75% 80% 85% 90% 95% 100% 50% 45% 40% 35% 30% 25% 10.50% 10.25% 10.00% 9.75% 9.50% 9.25% 9.00% 8.75% 8.50% 8.25% 8.00% 12.17% 11.68% 11.29% 10.99% 10.80% 10.72% 10.76% 10.92% 11.18% 11.54% 12.00% 0.452 0.449 0.443 0.432 0.417 0.396 0.372 0.344 0.313 0.282 0.250 9.02% 8.89% 8.73% 8.54% 8.33% 8.10% 7.84% 7.56% 7.25% 6.92% 6.56% 20% 15% 10% 5% 0% The fraction of the Debt fund in the i) minimum variance portfolio ii) tangency portfolio and iii) most preferred portfolio are respectively. Answer this question only by looking at the values in the table, and without doing extra calculations 75%. 4596 259 75%, 25, 100 7596,4596, 4596 1009, 2596.4596