a.) In Excel, plot the portfolio frontier (all possible portfolios) for combinations of the stock and bond funds in expected return/standard deviation space. Consider only portfolio weights between 0 and 1. b.) Use a formula to solve for the portfolio weights on the stock and bond funds that give you the minimum variance risky portfolio. c.) If your utility function is U = -.540, where denotes expected return and denotes standard deviation, use formulas to find the utility-maximizing portfolio weights on the stock fund, the bond fund, and the risk-free security for three levels of risk aversion, A = 2,4,8.