Hi. Can you show me where I went wrong? You can see the work I did and what was incorrect. I need a solution with steps and work shown please!

2) You are an investment adviser with different clients. You have the option to invest in a risky asset (A) that gives you 10% expected return with 15% risk (standard deviation). The return that you will receive by investing in US Treasury Bill is 4% without any risk Cr -10% a You have a client who wants to have an investment portfolio that gives her 8%. How would you make that portfolio for her? (Let's call this portfolio xi)(10 points) b) What would be the risk (standard deviation) ofxi? (10 points) c) Let's assume that you give your clients a questionnaire that helps you assess the level of risk they can afford to take. After filling out the questionnaire, you will realize that your client's risk aversion parameter is 6. Just by quickly comparing three different investment options, 1) investing only in US Treasury Bill, 2) investing only in asset A, and 3) investing in Xi, do you still think xi is a good investment choice for her? Why? (10 points) d) You just learned that there is a new asset (B) that you can invest in. It has 15% expected return and 18% risk. If you can choose either asset (A) or asset (B) with combination with the US Treasury Bill to make investment portfolios for you clients, which one you choose (Hint: compare Sharp ratios) (10 points) e) Bonus question: repeat part (a) and (b) using asset (B) instead of asset (A) and call the portfolio X2. Does X2 dominate xi? (10 points) 363 6363 Page 3 of 7