I need question 4c ; the question says to refer to #3a(iii) so I posted a picture of question 3a(iii) for reference. Please show work

4. In addition to the information in Q.3, assume that the annual) risk-free (T-bill) rate is 4%. a. Calculate the expected returns and standard deviations of the following portfolios: (1) 75% in the risk-free asset, 25% in B (ii) 25% in the risk-free asset, 75% in B (iii) 50% in the risk-free asset, 50% in the portfolio in Q.3a(ii) b. Calculate the Sharpe ratios of (i) asset A (ii) asset B (iii) the portfolio in Q.3a(i) (iv) the portfolio in Q.3a(ii) (v) the portfolio in Q.3a(iii) (vi) the portfolio in Q.4a(iii) c. Find the weights (T-bill, asset A, asset B) for a portfolio with the same expected return as asset B, using only a combination of the risk-free rate and the portfolio in Q.3a(ii)? What is the standard deviation of this portfolio? What is the correlation of this portfolio with the portfolio in Q.4a(iii)? 3. The annual) expected return and standard deviation of returns for 2 assets are as follows: Asset A Asset B E[r] 10% 20% SD[r] 30% 50% The correlation between the returns is 0.15. a. Calculate the expected returns and standard deviations of the following portfolios: (1) 80% in A, 20% in B (ii) 50% in A, 50% in B (iii) 20% in A, 80% in B b. Find the weights for a portfolio with an expected return of 25%? What is the standard deviation of this portfolio? c. (Difficult) Find the weights for a portfolio with the same standard deviation as asset A but a higher expected return? (Trial and error may be a viable strategy; however, there is an analytical solution.) What is the expected return of this portfolio? d. (Optional) What is the correlation between the returns on the portfolios in parts a(i) and a(iii)? (Recall that the correlation is the covariance divided by the product of the standard deviations.)