There are three parts to this question. Please help me!

Problem 2 (30 points): Evaluating portfolio performance Assume Lord Darth Vader have two investment opportunities. Death Star Inc (DS) has expected return E(RDS) = 6% and standard deviation of return 10%. Yoda Light Sabers company (YLS) has expected return E(Ryus) = 11% and standard deviation of return 25%. Risk free rate is R, = 1%. a) (10 points) Calculate Sharpe ratios of these two portfolios. b) (10 points) Assume Lord Vader can invest only in one of those companies (and a risk free rate). Assume his target rate of return is 5%. Calculate portfolios with DS&RF and YLS&RF that would deliver this return. Which portfolio has smaller standard deviation and why? c) (10 points) Assume Lord Vader already has an investment portfolio and wants to further improve risk-return trade-off of his Sith retirement holdings. Assume Death Star Inc has market beta of Bos = 1 and Yoda Light Saber company have market beta ByLs = 1.5. Calculate Treynor measures for those securities. Which one should you add to Lord Vader portfolio to increase its Sharpe ratio