Please assist in answering all questions below

3.1. Using the information provided above, calculate the return and standard deviation of the minimum variance portfolio. ( 8 marks) 3.2. The figure below shows the portfolio opportunity set drawn for the stock fund and bond fund as well as the tangent drawn from the risk-free rate to the optimal risky portfolio P. 3.2.1. Based on your understanding of modem portfolio theory, briefly discuss the essence of the diagram shown above. (5 marks) 3.2.2. It has been determined that the standard deviation and expected return of the optimal risky portfolio P (represented by the red dot) is 27.42% and 14.91% respectively. Determine the slope of the capital allocation line (reward-to-volatility) and explain its significance. (4 marks) 3.2.3. For an investor with a coefficient of risk aversion A=4, determine the position that he/she will take in the optimal risky portfolio, P. ( 3 marks) 3.1. Using the information provided above, calculate the return and standard deviation of the minimum variance portfolio. ( 8 marks) 3.2. The figure below shows the portfolio opportunity set drawn for the stock fund and bond fund as well as the tangent drawn from the risk-free rate to the optimal risky portfolio P. 3.2.1. Based on your understanding of modem portfolio theory, briefly discuss the essence of the diagram shown above. (5 marks) 3.2.2. It has been determined that the standard deviation and expected return of the optimal risky portfolio P (represented by the red dot) is 27.42% and 14.91% respectively. Determine the slope of the capital allocation line (reward-to-volatility) and explain its significance. (4 marks) 3.2.3. For an investor with a coefficient of risk aversion A=4, determine the position that he/she will take in the optimal risky portfolio, P. ( 3 marks)