Your complete portfolio consists of the T$-$bills and a risky portfolio P$.$ To form this portfolio, you short$-$sell $$2000$ worth of T$-$bills and invest this $$2000$ together with your own $$4000$ in a risky portfolio P$.$ The risk free rate is $6\%.$ The expected return on portfolio P is $15\%.$ The volatility of portfolio P is $18\%.$

A$.$ What are your complete portfolio$$s weights in the T$-$bills and P$?$

B$.$ What is the expected return and return volatility of your portfolio?

C$.$ What is the risk premium of your portfolio?