It looks like a lot but they build off of each other. please help, thank you.

Suppose that one year T-bills are currently yielding 5%. Further, suppose that you manage a fund with an expected return of 20% and a standard deviation of 50%. Suppose that you have a client who will put all of her money in a combination of your fund and one year T-bills. a) Please graph Capital Allocation Line (assuming lending rate is 5%) Suppose that one year T-bills are currently yielding 5%. Further, suppose that you manage a fund with an expected return of 20% and a standard deviation of 50%. Suppose that you have a client who will put all of her money in a combination of your fund and one year T-bills. b) If this client wants a portfolio with a return standard deviation of 20%, what percentage of her money should be invested in your fund? Suppose that one year T-bills are currently yielding 5%. Further, suppose that you manage a fund with an expected return of 20% and a standard deviation of 50%. Suppose that you have a client who will put all of her money in a combination of your fund and one year T-bills. c) The sharpe ratio is defined as the ratio of excess return to standard deviation. What is the sharpe ratio of your client's portfolio from part (a)? What is the Sharpe ratio of your fund? Suppose that one year T-bills are currently yielding 5%. Further, suppose that you manage a fund with an expected return of 20% and a standard deviation of 50%. Suppose that you have a client who will put all of her money in a combination of your fund and one year T-bills. d) Suppose that your fund is invested 60% in stock A and 40% in stock B. What percentages of your client's funds (from part a) are invested in each stock? Suppose that one year T-bills are currently yielding 5%. Further, suppose that you manage a fund with an expected return of 20% and a standard deviation of 50%. Suppose that you have a client who will put all of her money in a combination of your fund and one year T-bills. e) Suppose now that your client wants an expected return of 25% for her portfolio. How would you structure her investments in this case? What is the standard deviation for her portfolio return? Suppose that one year T-bills are currently yielding 5%. Further, suppose that you manage a fund with an expected return of 20% and a standard deviation of 50%. Suppose that you have a client who will put all of her money in a combination of your fund and one year T-bills. f) What would happen to the Capital Allocation Line if the lending rate becomes 8%? Upload Choose a File Suppose that one year T-bills are currently yielding 5%. Further, suppose that you manage a fund with an expected return of 20% and a standard deviation of 50%. Suppose that you have a client who will put all of her money in a combination of your fund and one year T-bills. g) What would happen to the Sharpe ratio if you start to borrow