If you can please show all the work on how you got to the answer! Thanks!

Sion rund manager is considering three mutual funds. The first is a stock fund, the nd is a long-term government and corporate bond fund, and the third is a T-bill money market fund that yields a risk-free rate (for this question, assume that the T-bill fund is a risk-free investment). The return characteristics are the following: Asset. Expected return Standard deviation Stock fund (S) 25% 40% Bond fund (B) 10% 20% Riskless Asset Correlation(B, S) = 0.6 3% a. [4pts] What are the investment proportions in the minimum variance portfolio (MVP) of the two risky funds, and what are the expected value and standard deviation of its rate of return? What is the Sharpe ratio of the portfolio? b. 2pts Tabulate and draw the investment opportunity set of the two risky funds. Use investment proportions for the stock fund of zero to 100% in increments of 20%. c. 4pts Solve numerically for the proportions of each asset and for the expected return and standard deviation of the optimal risky portfolio. What is the Sharpe ratio of the tangency portfolio? d. 5pts. A client requires that her portfolio vields an expected return of 15%, and that it be efficient, on the best feasible capital allocation line. What is the standard deviation of her portfolio? What is the proportion invested in the T-bill fund and each of the two risky funds? Sion rund manager is considering three mutual funds. The first is a stock fund, the nd is a long-term government and corporate bond fund, and the third is a T-bill money market fund that yields a risk-free rate (for this question, assume that the T-bill fund is a risk-free investment). The return characteristics are the following: Asset. Expected return Standard deviation Stock fund (S) 25% 40% Bond fund (B) 10% 20% Riskless Asset Correlation(B, S) = 0.6 3% a. [4pts] What are the investment proportions in the minimum variance portfolio (MVP) of the two risky funds, and what are the expected value and standard deviation of its rate of return? What is the Sharpe ratio of the portfolio? b. 2pts Tabulate and draw the investment opportunity set of the two risky funds. Use investment proportions for the stock fund of zero to 100% in increments of 20%. c. 4pts Solve numerically for the proportions of each asset and for the expected return and standard deviation of the optimal risky portfolio. What is the Sharpe ratio of the tangency portfolio? d. 5pts. A client requires that her portfolio vields an expected return of 15%, and that it be efficient, on the best feasible capital allocation line. What is the standard deviation of her portfolio? What is the proportion invested in the T-bill fund and each of the two risky funds