Help me with this three question please!

1. Mark Kelly, CFA has been contracted by Shaun, a a High Net-Worth Individual (HNI) to get some advice on Shaun's retirement portfolio. Currently the portfolio is composed of the following assets: Alex, an intern working for Mark Kelly suggest that Shaun's portfolio is not well-diversified. Bridgette, another intern suggests that since investments are spread across both domestic and global securities, Shaun's portfolio does seem well diversified. Mark disagrees and suggests that Shaun should reduce its total exposure to equities and instead add some fixed-coupon and floating-coupon bonds to the portfolio. Comment on the strategy suggested by Mark in terms of diversification, cash-flow benefits, and inflation hedge i.e. how does the strategy address each the portfolio objectives. 2. Melissa, CFA is an investment manager with a global wealth management firm. She recently sent a memo to her clients claiming that going forward clients will have to pay a 4% management fees instead of the 2% fees earlier. They contend that this change is because the firm has now adopted an "Active Management" portfolio style instead of a passive style used previously. Nicole, an investor with the firm argues that the portfolio looks more like an "Enhanced Indexing" strategy and hence there is no reason to charge a higher management fees. Is Mellisa justified in charging the 4% fee for "Active Management"? What is your rationale? The portfolio composition of the fund and two benchmark indices are given as follows: 3. Compute the 1-year expected return for the following bond portfolio. How is this return different from YTM i.e. what are the assumptions when using YTM as a return measure? - 3\% coupon, 7-year bond, ( 100 par value), Current YTM = 3.6% - Benchmark Yields are expected to go down by 75 bps - Credit spreads are expected to drop by 25-50 bps. - The Euro is expected to depreciate by 2-3\% over the next year - The bonds have a modified duration of 6.5 and a convexity of 18 1. Mark Kelly, CFA has been contracted by Shaun, a a High Net-Worth Individual (HNI) to get some advice on Shaun's retirement portfolio. Currently the portfolio is composed of the following assets: Alex, an intern working for Mark Kelly suggest that Shaun's portfolio is not well-diversified. Bridgette, another intern suggests that since investments are spread across both domestic and global securities, Shaun's portfolio does seem well diversified. Mark disagrees and suggests that Shaun should reduce its total exposure to equities and instead add some fixed-coupon and floating-coupon bonds to the portfolio. Comment on the strategy suggested by Mark in terms of diversification, cash-flow benefits, and inflation hedge i.e. how does the strategy address each the portfolio objectives. 2. Melissa, CFA is an investment manager with a global wealth management firm. She recently sent a memo to her clients claiming that going forward clients will have to pay a 4% management fees instead of the 2% fees earlier. They contend that this change is because the firm has now adopted an "Active Management" portfolio style instead of a passive style used previously. Nicole, an investor with the firm argues that the portfolio looks more like an "Enhanced Indexing" strategy and hence there is no reason to charge a higher management fees. Is Mellisa justified in charging the 4% fee for "Active Management"? What is your rationale? The portfolio composition of the fund and two benchmark indices are given as follows: 3. Compute the 1-year expected return for the following bond portfolio. How is this return different from YTM i.e. what are the assumptions when using YTM as a return measure? - 3\% coupon, 7-year bond, ( 100 par value), Current YTM = 3.6% - Benchmark Yields are expected to go down by 75 bps - Credit spreads are expected to drop by 25-50 bps. - The Euro is expected to depreciate by 2-3\% over the next year - The bonds have a modified duration of 6.5 and a convexity of 18