Need help with the second part of the question.

1. You invest 77% of your fund in a risky portfolio and 23% in a risk-free asset. The risky portfolio has an expected return of 13% and a standard deviation of 28%. The risk-free rate is 3%. a. Calculate the E[ ret ] of the complete portfolio E(ret)=0.1070=10.70% b. Calculate the standard deviation of the complete portfolio SQC=0.2156=21.56% c. Calculate the Sharpe ratio of the complete portfolio Sharperatio=0.3571 2. From the question above, you measure your risk aversion metric (A) as equal to the market average of 1.9 . a. Calculate the optimal weight of your allocation to the risky portfolio b. Calculate the E[ ret] of the complete portfolio with the optimal weight c. Calculate the E[SD] of the complete portfolio with the optimal weight d. Calculate the Sharpe ratio of the complete portfolio with the optimal weight 1. You invest 77% of your fund in a risky portfolio and 23% in a risk-free asset. The risky portfolio has an expected return of 13% and a standard deviation of 28%. The risk-free rate is 3%. a. Calculate the E[ ret ] of the complete portfolio E(ret)=0.1070=10.70% b. Calculate the standard deviation of the complete portfolio SQC=0.2156=21.56% c. Calculate the Sharpe ratio of the complete portfolio Sharperatio=0.3571 2. From the question above, you measure your risk aversion metric (A) as equal to the market average of 1.9 . a. Calculate the optimal weight of your allocation to the risky portfolio b. Calculate the E[ ret] of the complete portfolio with the optimal weight c. Calculate the E[SD] of the complete portfolio with the optimal weight d. Calculate the Sharpe ratio of the complete portfolio with the optimal weight