Use the information shown below (the returns covariance matrix, risk-free borrowing and lending rate = 5%, and the vector of expected returns) to answer the following questions a. Find the fully-invested tangency portfolio weights. C 600 200 0 200 400 0 0 0 500 risk-free rate = 5 % E{retuns) vector = 12 % 10 % 9 % b. What is the expected return and volatility of fully-invested tangency portfolio? c. What is the optimal allocation between the risk-free security and the tangency portfolio that maximizes the Mean-Variance Utiity of an investor with a risk-aversion coefficient, A = 5? Use the information shown below (the returns covariance matrix, risk-free borrowing and lending rate = 5%, and the vector of expected returns) to answer the following questions a. Find the fully-invested tangency portfolio weights. C 600 200 0 200 400 0 0 0 500 risk-free rate = 5 % E{retuns) vector = 12 % 10 % 9 % b. What is the expected return and volatility of fully-invested tangency portfolio? c. What is the optimal allocation between the risk-free security and the tangency portfolio that maximizes the Mean-Variance Utiity of an investor with a risk-aversion coefficient, A = 5