i need the answer quick and clear (investment)

A portfolio manager is considering investing in two risky funds. The first fund is composed of bonds while the second fund is fully invested in stocks.

The Tresasury bill rate is 6%.

(the table)

The correlation between the two funds is 0.4

1. What are the weights of B and S in the minimum-variance portfolio of the two risky funds?
2. Find the composition of the optimal risky portfolio.
3. Calculate the expected return of the optimal risky portfolio .
4. Calculate the standard deviation of the optimal risky portfolio.
5. What is the weight of the risky portfolio (composed of B and S) in the optimal complete portfolio of an investor with a degree of risk aversion equal 3?
6. You require that your portfolio yield an expected return of 13%, and that it be efficient, on the best feasible CAL.

1. What is the proportion invested in the T-bill and each of the two risky funds?
2. What is the standard deviation of your portfolio?

70 pulis QUESTION The Ten bure 65 End Renu Sandal Deviation Shock Find 12 IN The correlation between the two flessis 0.4 1 What are the weight of land in the minimum variance portfolio of the two risky funds? Find the composition of the optimal risky portfolio Calculate the expected return of the optimaliaky portfolio 4 Cileulate the stard deviation of the optimal ricky portfolio * What is the weight of the risky portfolio (composed of stand) in the optimal complete portfolio of an investor with a degree of risk version equal ? You require that your portfolio yield an expected return of 13, and that it be efficient, on the best feasible CAL What is the proportion invested in the 7-bill and each of the two risky Kinde? What is the standard deviation of your portfolio