solve both

USE THESE INPUTS FOR PROBLEMS 1-7 You manage a risky portfolio with an expected rate of return of 18% and a standard deviation of 28%. 1. Answer both parts of the following: a. What is the reward-to-volatility (Sharpe) ratio ("S") of your risky portfolio? b. What is the reward-to-volatility (Sharpe) ratio ("S") of your client's portfolio? 2. Draw the CAL of your portfolio on an expected return-standard deviation diagram. What is the slope of the CAL? Show the position of your client on your fund's CAL