Question 1 2 pts The following data applies to Questions 1 to 5. You are considering three investment options. The first is a stock fund, the second is a corporate bond fund, and the third is a T-bill money market fund (the risk-free asset) that yields a sure rate of 5.5%. The probability distributions of the risky funds are: Expected return (%) Standard Deviation (%) Stock fund (S) 15 32 Bond fund (B) 9 23 The correlation between the fund returns is 0.15. . What is the portfolio weight for the stock fund in the minimum-risk portfolio? Your answer should be in decimal values and accurate to the hundredth (NOT in percentage points). Question 2 2 pts What is the portfolio weight for the stock fund in the optimal risky portfolio? Your answer should be in decimal values and accurate to the hundredth (NOT in percentage points) Dl Question 3 2 pts What is the standard deviation of the optimal risky portfolio? When carrying answers from the previous steps, keep four decimal values to reduce rounding errors. Your submitted answer should be in percentage points and accurate to the hundredth. Question 4 2 pts Suppose now that you have a risk aversion coefficient A=3 and want to construct a complete portfolio on the best feasible CAL. What should be the weight (y) allocated to the optimal risky portfolio? When carrying answers from the previous steps, keep four decimal values to reduce rounding errors. Your submitted answer should be in decimal values and accurate to the hundredth (NOT in percentage points). Question 5 2 pts For the complete portfolio you derived in the previous question, what is the proportion invested in the stock fund? When carrying answers from the previous steps, keep four decimal values to reduce rounding errors. Your submitted answer should be in decimal values and accurate to the hundredth (NOT in percentage points)