The table below provides average returns, standard deviations, and the correlation matrix for the rates of return on four risky stocks, as well as the risk-free rate of return (asset E).

(a) Find the efficient portfolio of the four risky assets that generates an expected return of 18.5%.

(b) Find the optimal risky portfolio.

Please answer both parts since they are part of the same question

	Standard	Average
Stock name	Deviation (%)	Return (%)
A	21.1	15.7
B	25.0	21.7
C	23.5	18.3
D	26.6	17.3
E	0.0	5
	Correlation matrix
	A	B	C	D
A	1.00	0.37	0.53	0.26
B	0.37	1.00	0.47	0.36
C	0.53	0.47	1.00	0.43
D	0.26	0.36	0.43	1.00