Please show all work

(if you can't see the image, please save the image and view it) All the answers are right except for d and e.

Rctcr to abie 5 and consder thesc throo-ycar stratogics Thrco-n Ctuly Invested in the nky portolio in cach of the throc ycars Onc-In uly investod in the risky portalio in ona year, and in the risk-froc assct in the other two; and Third-In-Throc forc-third of the porttolio inwested in thc nsky portfolo and the remainder in T-blls in cach of the three years) a. Create a table lke Table63 tor these three strategies. R+R+R-3 Varlance Sarpe ratio' Price of risk -13 b. Vhich strategy has the lowest Sharpo rato? Thid-In- Ihree c. which strategy provides the highest price of nsk? O Three-In Ona-in @ :?, Third In Three d. Suppose vourrisk aversion coem ient is A-2, the expected eturn on the ns portfolio is 15%, the standard deviation ofthe sky por ol s 25%, and the T b l tate s 79, r you ere allocating vourcomplete portfolio n any ear between Three n and T-b ls, what action ould you dewote to Three In? (Round your answer to 2 decimal places.) yThree-In e, if you were allocating your complete portilo n any year between Third-in-Three and--bils, what traction woud you devote to-hird-in-Three?!Round your answer to 2 decinal places.? ihird-In-hr 0.5 O 1.5 |