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 $8\%.$ The expected return on portfolio P is $10\%.$ The volatility of portfolio P is $12\%.$

$1.$ What are your complete porfolio's weights in the T$-$bills and P$?$

$2.$ What is thr expected return and volatility of your portfolio?

$3.$ What is the risk premium of your portfolio?

Include formulas $($not excel$)$