Please answer(calculations) the above questions through formulas and explain if possible. Please refrain from using Excel functions . Thanks.

In (c) there is no need to calculate the jensen alpha. sorry. only the sharpe ratio is needed.

University = Portfolio | Basis Bond Exercise: Finance. There are a risky assets: Assets Expected Return / X 0.75 Y I 0.7 Risk 0.2 0.4 -0.35 is the correlation between the asset returns. ca) Calculate the expected return and standard deviation of the individual's portfolio if he decides to invest 600 in X and 40opiny. (6) Calculate the Efficiency ratio of the individual assets. (c) Assuming the risk free rate is 2%, calculate the sharpe ratio, the Jensen Alpha, of the individual assets. (d) Calculate the investment proportions of the minimum- variance portfolio for the 2 risky assets