I JUST NEED THE ANSWERS FOR THE (Optimal Asset Allocation) PROBLEM. THANKS!

Additional "Turn-In" Problem 1 (The Sharpe Ratio) The table below reports the rate of return for mutual fund A, mutual fund B, and the T-bill. Based on the Sharpe ratio, which of the two mutual funds performed better from 2011 to 2014? (Hint: For each fund, compute sample mean and sample standard deviation, and then the realized Sharpe ratio.) Year 2011 2012 2013 2014 Fund A 10% -10% 35% 12% Fund B 15% 5% 25% -5% T-bill 0% 0% 0% 0% Additional "Turn-In" Problem 2 (Optimal Asset Allocation) Use the information in problem 12, and assume your client's utility function is U-E(r)-Aa2 1. What is his optimal allocation y, if his risk aversion, A, is 2, 5, or 10? 2, what if the expected return on your fund goes up to 20% (for A-2)? 3, what if the return standard deviation of your fund goes up to 35% (for A 2; expected return is still 17%)