'l' 't 11W\" e. Draw the investment opportunity set. (3 marks) \"ew-l *0 la 2' l". N f. Calculate the weight in stock fund, expected return and standard deviation of the minimum-variance portfolio. (6 marks) g. Given the Tbiil rate is 2%. Calculate the weight in stock fund, expected return and standard deviation of the optimal risky portfolio. (6 marks) h. Calculate the Sharpe ratio for the optimal risky portfolio. (2 marks) i. Draw the capital allocation line (CAL) on the diagram in part (e). Show the position of the optimal risky portfolio on the CAL. (3 marks) j. Suppose an investor chooses to invest 80% of his investment fund in the optimal risky portfolio and 20% in a risk-free asset. Calculate the expected return and standard deviation of his portfolio. (4 marks) Total: 44 marks