Suppose you are a portfolio manager and you plan to form a portfolio that consists of three components, including a risk-free money market security, a stock, and a bond. The table below shows the expected return and standard deviation for each component. Further suppose that the correlation between the stock and bond returns is 0.21. (a) Calculate the weights of ST and BD in the optimal risky portfolio. (b) Calculate the expected return and standard deviation for the optimal risky portfolio. (c) Calculate the reward-to-volatility ratio of the best feasible CAL. (d) Calculate the expected return and standard deviation for the complete portfolio C. (e) For an alternative complete portfolio C that is on the best feasible CAL, its expected return is 13.5%. Calculate the weights of the three components (i.e. RF, ST, and BD) in this alternative complete portfolio C