TO 6x depicts the locatie Theatrets code of the dice de the construction of the optimalisya the action of funds between there they com plete 6.4 AccuWeathe Eted Retur Standard Deviation SO 30 www POOLS Create XMW COLO 2004 2002 como yo and tendence A universe of securities includes a risky stock (X), a stock-index fund (M), and T-bills. The data for the universe are: Expected Return Standard Deviation 15% 50% 10 M T-bills 20 5 0 The correlation coefficient between X and Mis - 2 a. Draw the opportunity set of securities X and M. b. Find the optimal risky portfolio (O), its expected return, standard deviation, and Sharpe ratio. Compare with the Sharpe ratios of X and M. each taken individually. c. Find the slope of the CAL generated by T-bills and portfolio O. d. Suppose an investor places 2/9 (.e., 22.22%) of the complete portfolio in the risky portfolio O and the remainder in T-bills. Calculate the composition of the complete portfolio, its expected return, standard deviation, and Sharpe ratio. TO 6x depicts the locatie Theatrets code of the dice de the construction of the optimalisya the action of funds between there they com plete 6.4 AccuWeathe Eted Retur Standard Deviation SO 30 www POOLS Create XMW COLO 2004 2002 como yo and tendence A universe of securities includes a risky stock (X), a stock-index fund (M), and T-bills. The data for the universe are: Expected Return Standard Deviation 15% 50% 10 M T-bills 20 5 0 The correlation coefficient between X and Mis - 2 a. Draw the opportunity set of securities X and M. b. Find the optimal risky portfolio (O), its expected return, standard deviation, and Sharpe ratio. Compare with the Sharpe ratios of X and M. each taken individually. c. Find the slope of the CAL generated by T-bills and portfolio O. d. Suppose an investor places 2/9 (.e., 22.22%) of the complete portfolio in the risky portfolio O and the remainder in T-bills. Calculate the composition of the complete portfolio, its expected return, standard deviation, and Sharpe ratio