Based on the orange highlighted data are on two stocks SW and LQD and the T-bills lable in the grey highlighted area. There are formulas in 629:129 that calculate for portfolio 1, the standard deviation of the portfolio, its mean, its risk premium and its reward to risk ratio. Using the formulas for portfolio 1, Please answer 03-05. portfolio that invest in SW and LQD are created. The weights on each stock are under its Calculate standard deviation of the portfolio, its mean, its risk premium and its reward to risk ratio for the other portfolio. Vou need to fill in the green highlighted area The allocation that achieves the lowest risk is in SW and in LQD. 0%; 100% Portfolio 10%; 90% risk premium reward/ris k 40%;so% Less that 20%; more than 10% monw> BandD 21 An investor who seeks the highest reward-torisk portfolio would invest 100% in LQD 50% in each of the stocks mooxrotuuown 90% in LQD and 10% in SW H o Unw> 80% in LQD and 20% in SW H H Let M be a portfolio that invests 20% in SW and 80% in LQD. An investor with $10,000 to invest, is considering to borrow $2318.84 and invest 512318.84 in portfolio M. Answer the following questions and round your answers into 4digits. 22 The mean of portfolio M is 23 The standard deviation of portfolio M is The mean of the investment strategy with the allocation between M and the risk free 24 asset is The standard deviation of the investment strategy with the allocation between M and 25 the risk free asst is Compare the portfolio that allocates 40% to SW and 60% to LQD. To the strategy in question 8 and 9. Verify that the latter strategy is superior to the (40,80) portfolio between SW and LQD