Posted are the answers to #16, #17, and #18 which are all part of the same problem/table. Please show steps. For #16, please write a short summary explaining everything since answer is already posted. For #17 and #18, please show math steps without using excel only "if" that is possible. Thank you

NOTE: I have the answers to these 3 problems and so I am trying to post 2 pages (answers to 16,17,18 and questions with table) but It is only allowing me to upload 1 page?

St. Dev. (p) 13.17% 12.21% Sharpe Ratio 0.042362 0.043464 0.044667 0.045963 0.047327 0.048702 0.049974 0.050940 0.051277 0.050551 0.048328 0.044408 0.039038 0.032857 0.026582 0.020733 0.015557 0.011106 0.007330 0.004136 0.001431 MSET -0.5 -0.4 -0.3 -0.2 -0.1 0 0.1 0.2 0.3 0.4 0.5 0.6 0.50% 2-Stock Portfolio NOK E (Rp) 1.5 0.69% 1.4 0.66% 1.3 0.64% 1.2 0.61% 1.1 0.58% 1 0.56% 0.9 0.53% 0.5 0.7 0.47% 0.6 0.45% 0.5 0.42% 0.4 0.39% 0.3 0.37% 0.2 0.34% 0.1 0.31% 0 0.28% 0.2 0.26% -0.2 0.23% -0.3 0.20% -0.4 0.18% 0.5 0.15% Var p 0.017334 0.014906 0.012711 0.010748 0.009018 0.007521 0.006257 0.005225 0.004427 0.003860 0.003527 0.003426 0.003559 0.003923 0.004521 0.005351 0.006414 0.007710 0.009238 0.011000 0.012994 11.27% 10.37% 9.50% 8.67% 7.91% 7.23% 6.65% 6.21% 5.94% 5.85% 5.97% 0.9 1 1.1 1.2 1.3 1.4 1.5 6.26% 6.72% 7.32% 8.01% 8.78% 9.61% 10.49% 11.40% 0.051277 Max Sharpe Ratio Portfolio Risk Free 0.13% 0% Based on the table above answer the following questions: 16. Write out the characteristics of the Optimal risky Portfolio: 17. Write out characteristics of the safest portfolio: 18. If you want to achieve the Rp = 0.30%, how much would you invest into Risky portfolio and how much into Rf security? St. Dev. (p) 13.17% 12.21% Sharpe Ratio 0.042362 0.043464 0.044667 0.045963 0.047327 0.048702 0.049974 0.050940 0.051277 0.050551 0.048328 0.044408 0.039038 0.032857 0.026582 0.020733 0.015557 0.011106 0.007330 0.004136 0.001431 MSET -0.5 -0.4 -0.3 -0.2 -0.1 0 0.1 0.2 0.3 0.4 0.5 0.6 0.50% 2-Stock Portfolio NOK E (Rp) 1.5 0.69% 1.4 0.66% 1.3 0.64% 1.2 0.61% 1.1 0.58% 1 0.56% 0.9 0.53% 0.5 0.7 0.47% 0.6 0.45% 0.5 0.42% 0.4 0.39% 0.3 0.37% 0.2 0.34% 0.1 0.31% 0 0.28% 0.2 0.26% -0.2 0.23% -0.3 0.20% -0.4 0.18% 0.5 0.15% Var p 0.017334 0.014906 0.012711 0.010748 0.009018 0.007521 0.006257 0.005225 0.004427 0.003860 0.003527 0.003426 0.003559 0.003923 0.004521 0.005351 0.006414 0.007710 0.009238 0.011000 0.012994 11.27% 10.37% 9.50% 8.67% 7.91% 7.23% 6.65% 6.21% 5.94% 5.85% 5.97% 0.9 1 1.1 1.2 1.3 1.4 1.5 6.26% 6.72% 7.32% 8.01% 8.78% 9.61% 10.49% 11.40% 0.051277 Max Sharpe Ratio Portfolio Risk Free 0.13% 0% Based on the table above answer the following questions: 16. Write out the characteristics of the Optimal risky Portfolio: 17. Write out characteristics of the safest portfolio: 18. If you want to achieve the Rp = 0.30%, how much would you invest into Risky portfolio and how much into Rf security