please answer all of the following question

a) what is the weight of asset A in the minimum variance portfolio? (four decimals, no %)

b)Assume that risk-free rate is 5%, what is the weight of Asset A in the portfolio which has the highest Sharpe ratio? (four decimals, no %)

c)Use the same portfolio information as above. Assume that risk-free rate is 5% and your degree of risk-aversion is 6. Now in addition to investing these two risky assets, you can also invest in one risk-free asset. What is the weight of each asset (Asset A, Asset B, and the risk-free asset) in the optimal portfolio which gives you the highest utility?

Weight of Asset A =

Weight of Asset B =

Weight of the risk-free asset =

(four decimals, no %)

You need to form a portfolio using two risky assets Asset E(R) Sigma Asset A 12% 18% Asset B 17% 25% The correlation coefficient between Asset A and Asset B is 0.25