questions 4,5,6 please i will give thumbs up no matter what. just please show effort

your fund invested in the 1 and (4-6) Suppose the Queens fund operate a complete portfolio with annual expected return of 10% and standard deviation of 15%. While T-bill has annual return of 3%. 4. If the standard deviation of the risky portfolio is 25%, What is the expected return and standard deviation of your client's portfolio if he wishes to invest 30% in the risk-free security? 5. Calculate the Sharpe-ratio and draw a CAL line. 6. Compare CAL line with CML, which uses S&P stock index as the risky stock that has the expected rate of return of 7% and 10% standard deviation. 7. If you are given with 100K today, how would you like to allocate the fund? Describe your desired wa to spend the money. (I would like to know how much you want to spend on the non-investment part and the investment part. Home/House purchase, savings, financial investments etc. are considered as investment part.)