You are required to generate the investment opportunity set by varying asset allocations between two risky assets: A and M. All relevant information are given in the excel worksheet.

Input Data
E (rA)	0.15
E (rM)	0.10
T-bill	0.05
sA	0.5
sM	0.2
r(A,M)	-0.2
A's risk premium	0.1		(a)
M's risk premium	0.05		portfolio weight	portfolio weight
			in A	in M
			0%
			10%
			20%
			30%
			40%
			50%
			60%
			70%
			80%
			90%
			100%

a. what are the portfolio weights to create the optimal risky portfolio?

b. What is the Sharpe ratio of the optimal risky portfolio?

c. Ms. Wilson has $100,000 fund for investment. If she decides to allocate 70% of his fund to the optimal risky portfolio, how much should she invest in Asset M?