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Part A Calculate the optimal risky portfolio for the following cases when short - sales are allowed. Compute its expected return and the standard deviation

Part A
Calculate the optimal risky portfolio for the following cases when short-sales are allowed. Compute its expected return and the standard deviation of its returns.
Three risky assets: RF=5,R'=[6,10,15], and
=[120002100039]
Part B
Mrs Z's utility function is given by the following equation:
UZ((?bar(R)),2)?b=ar(R)-0.42
For each one of the above cases, find the overall optimal portfolio for Mrs Z and compute its expected return and the standard deviation of its returns.
Part A & B- Further Guidance:
There are two parts in the coursework. In part A, you are asked to solve for the optimal risky portfolio for 4 different combinations of assets. Note that in each case, there is risk-free asset available. In part B, you are given the utility function for an individual and required to find the overall optimal portfolio for each of the four cases in part A. You can present your answer in the order of
Case 2: Optimal Risky Portfolio
Case 2: Overall Optimal Portfolio
OR in the order of
Case 2: Optimal Risky Portfolio
Case 2: Overall Optimal Portfolio
Please show all steps in your solution and explain them.
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