this module is investment management please help me fill in the table and all other missing information. thank you

Question 3 Calculate and fill in the missing values ( 3 . 1 - 3. 15 ) as listed in the table below . All answers should be to four decimals Note that you might not be able to obtain the answers in numerical orderle.&. it is possible that 3 . 1 Can be determined only after , say , 3.9 and 3.5 is determined ). Expected return Expected Weight of shares A & B ( per annum ) Standard Beta sharpe in OPTIMAL ( two - according to deviation Ratio asset ) portfolio called CAPM the EFET - PORTFOLIO share A 13. 1 90 44. 12% \\3.3 13. 4 Share B 13.5 \\3.6\\ 1 . 2635 0. 4891 13 . 71 Market 3.1 1) portfolio 13. 8* 90 \\3. 10 Not applicable* Treasury Bill : 5. 07 % Not applicable* Covariance between Share & and Market : 3.23 %6 Expected return of OPTIMAL EFET - PORTFOLIO :\\3. 12) 96 Expected market risk premium : 12.94% Expected risk premium for Share A : 11. 15 % R ' of regression between Share A and Market portfolio: $3.13) 90 EFET - Portfolio standard deviation . $3. 14| Correlation between Shares A and B .\\3. 15\\