What is the expected return of the optimal risky portolio?

What is the standard deviation of the optimal risky portfolio?

How much should Mrs Moneybags invest in Stock FundA?

How much should Mrs Moneybags invest in Stock FundB?

How much should Mrs Moneybags invest in T-bills?

The universe of available securities in a specific economy includes only two risky stock funds, namely A and B, and T-bills. The data for these assets are as follows: Expected Standard Return Deviation A 10% 20% B 30% 60% T-bills 5% 0% Assume that the correlation between funds A and B is -0.2 and that the proportion of stock A in the optimal risky portfolio is wa=68.18%. Mrs Moneybags has a risk aversion coefficient of 5 and is willing to invest $100,000