Fill in the remaining entries in the following table using the formulas for the expected return and the variance of a portfolio below. Please show your detailed calculations or provide arguments to support your answers.

Allocation to Stock	Allocation to Bond	Portfolio Mean	Portfolio Std Dev
0%	100%	10.0%	10.00%
25%	75%
50%	50%		12.85%
75%	25%
100%	0%	15.0%	20.00%

Now consider the set of portfolios that can be obtained by combining the stock and the bond from the table above. Please show your detailed calculations or provide arguments to support your answers.

1. 1. What percentage of your wealth is allocated in the stock and bond at the minimum variance portfolio?
2. 2. What percentage of your wealth is allocated in the stock and bond at the Sharpe -optimal portfolio?
3. 3. Calculate the expected return and standard deviation for the Sharpe-optimal portfolio.
4. 4. What is the smallest expected loss for this portfolio over the coming year with a probability of 2.5% using the VaR?