Problem 1 (5 pts.): One of my retail clients just joined my investment securities firm and believes the only way to invest is to form a complete portfolio following Tobin's separation theorem. My client believes the optimal portfolio is the Wiltshire 5000 index. After performing a risk aversion profile, I determine that my client can tolerate a maximum standard deviation of 22.70% in his portfolio. Given that the Wiltshire 5000 has an average return of 11% and standard deviation of 18.59%, and that the 30 -day T-bills have an average return of 2.8%, determine (1) (5 points) The weights ( y ) of the complete portfolio to satisfy my client's needs (2) (3 points) The client portfolio's expected return (3) (2 points) The client portfolio's beta