Need urgend help step by step

1. You have capital constraint of $10 billion andis considering investing in only Grade A assets. The asset classes that are being considered are as follows: ri Expected Retur 12% 18% 28% Investment Retail Office Industrial 20% 25% 32% Portfolio Weig 30% 40% 30% Correlation Matrix Industrial 0.2 0.8 Retail Office 0.5 Retail Office Industrial 0.5 0.2 0.8 (a) Compute the proposed portfolio's expected retum and expected risk. (b) Suppose that your client now does not think Industrial property belongs to Grade as s ets. s o s he excludes it from considerat on. Then you p ropose revising th e Retail 35%. Office weights 50% and Industrial 1 5% respectively (b1) State the definition of Mean-Variance Frontier? What other frontier doyou know (b2) Suppose the client can borrow or lend at a risk-free rate of 4%. What will be the Retail and Office weights for the tangency portfolio (optimal risky portfoliofor Retail and Office)? (b3) Does the proposed portfolio lie onthe Efficient Frontier? (b4) Suppose that the client is risk averse and her utility function is U = E(r)- Ag's whered 4 and C refers to the portfolio induding the risk-free asset and he above optimal risky portfolio). What is theweight on each asset (i.e. risk-free Retail, and Office) in order to maximize the client's utility? (b5) Compute the Retail and Office weights for the minimum variance portfolio 1. You have capital constraint of $10 billion andis considering investing in only Grade A assets. The asset classes that are being considered are as follows: ri Expected Retur 12% 18% 28% Investment Retail Office Industrial 20% 25% 32% Portfolio Weig 30% 40% 30% Correlation Matrix Industrial 0.2 0.8 Retail Office 0.5 Retail Office Industrial 0.5 0.2 0.8 (a) Compute the proposed portfolio's expected retum and expected risk. (b) Suppose that your client now does not think Industrial property belongs to Grade as s ets. s o s he excludes it from considerat on. Then you p ropose revising th e Retail 35%. Office weights 50% and Industrial 1 5% respectively (b1) State the definition of Mean-Variance Frontier? What other frontier doyou know (b2) Suppose the client can borrow or lend at a risk-free rate of 4%. What will be the Retail and Office weights for the tangency portfolio (optimal risky portfoliofor Retail and Office)? (b3) Does the proposed portfolio lie onthe Efficient Frontier? (b4) Suppose that the client is risk averse and her utility function is U = E(r)- Ag's whered 4 and C refers to the portfolio induding the risk-free asset and he above optimal risky portfolio). What is theweight on each asset (i.e. risk-free Retail, and Office) in order to maximize the client's utility? (b5) Compute the Retail and Office weights for the minimum variance portfolio