Jessica has $10,000. She can invest the money in (1) a corporate bond, (2) a stock, and (3) the risk-free T-bill. The table below provides these assets expected returns and standard deviations:

Just the answer please with formulas and work included. Please submit digitally and not handwritten because I can barely make out some of the answers due to not being able to read the hand writing. Thank you.

Bond (D) Stock (E) T-Bill Expected Return 7% 14% 2% Standard Deviation 15% 25% 0 The coefficient of correlation (PDE) between the corporate bond and the stock is 20%. The investor has a risk aversion coefficient of A=4. (g) Suppose the coefficient of correlation between the stock and the bond decreases to 0. Would the change increase or decrease the Sharpe ratio of the optimal risky portfolio in question (b)? (5%)