please complete both questions

Table Discussion Question 8 Consider a T-bill with a rate of return of 3% and the following risky securities: Security A: E(T) = 12; variance = .0400 Security B: E(T) = .08; variance = .0225 Security C: E(T) = .10; variance = 1000 Security D: E(T) = 11; variance = .0625 The investor must develop a complete portfolio by combining the risk-free asset with one of the securities mentioned above. Which is the security the investor should choose as part of her complete portfolio to achieve the best CAL? Table Discussion Question 7 You invest $1,000 in a portfolio. The portfolio is composed of a risky asset with an expected rate of return of 14% and a standard deviation of 18% and a Treasury bill with a rate of return of 3%. What is the slope of the capital allocation line formed with the risky asset and the risk-free asset