I only need the second problem answered!

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 2012 2014 2013 35% 12% Fund A Fund B T-bill 2011 10% 15% 0% -10% 5% 0% 25% 0% -5% 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) 1 A02. 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%)? 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 2012 2014 2013 35% 12% Fund A Fund B T-bill 2011 10% 15% 0% -10% 5% 0% 25% 0% -5% 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) 1 A02. 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%)