Please assist with Part C as I was able to solve part A & B

In addition to risk-free securities, you are currently invested in the Tanglewood Fund, a broad-based fund of stocks and other securities with an expected return of 13% and a volatility of 26%. Currently, the risk-free rate of interest is 4%. Your broker suggests that you add a venture capital fund to your current portfolio. The venture capital fund has an expected return of 22%, a volatility of 81%, and a correlation of 0.2 with the Tanglewood Fund. Assume you follow your broker's advice and put 50% of your money in the venture fund: a. What is the Sharpe ratio of the Tanglewood Fund? b. What is the Sharpe ratio of your new portfolio? c. What is the optimal Sharpe ratio you can obtain by investing in the venture fund? (Hint: Use Excel and round your answer to two decimal places.) a. What is the Sharpe ratio of the Tanglewood Fund? (Round all intermediate values to five decimal places as needed.) The Sharpe ratio of the Tanglewood Fund is 35. (Round to two decimal places.) b. What is the Sharpe ratio of your new portfolio? (Round all intermediate values to five decimal places as needed.) The Sharpe ratio of your new portfolio is 32. (Round to two decimal places.) c. What is the optimal Sharpe ratio you can obtain by investing in the venture fund and what would be the percentage invested in the venture fund in the optimal portfolio? (Hint: Use Excel and round your answer to two decimal places.) (Round all intermediate values to five decimal places as needed.) The optimal Sharpe ratio you can obtain by investing in the venture fund is and the percentage in the venture fund would be %. (Round the first answer to two decimal places and the second answer to the nearest integer.)