I need the answers as soon as possible

You manage a risky portfolio with an expected rate of return of 20% and a standard deviation of 40%. Suppose that your risky portfolio includes the following investments in the given proportions: StockX25%StockY30%StockZ45% The T-bill rate is 6%. Your client's degree of risk aversion is A=4. What proportion of the total investment should be invested in your fund (risky portfolio) that maximizes the utility of your client? What proportion of the total investment should be invested in T-bills? What proportion of the total investment is invested in stock Z? What is the expected value of your client's complete portfolio? What proportion of the total investment is invested in stock Z ? What is the expected value of your client's complete portfolio? What is the standard deviation of the rate of return of your client's complete portfolio? What is the reward-to volatility (Sharpe) ratio (S) of your risky portfolio? What is the slope of the capital allocation line