can anyone help me solve q 4 5 7 8 9 and 10?

ART II Portfolio Theory and Practice diate e following data apply to Problems 4 through 10: A pension fund manager is sidering three mutual funds. The first is a stock fund, the second is a long-term gover ment and corporate bond fund, and the third is a T-bill money market fund that yields a rate of 6%. The probability distribution of the risky funds is as follows: Expected ReturnStandard Deviation Stock fund (S) Bond fund (B) 16% 12 35% 15 The correlation between the fund returns is .13. A. What are the investment proportions in the minimum-variance portfolio of the two risky funds. and what is the expected value and standard deviation of its rate of return? Tabulate and draw the investment opportunity set of the two risky funds. Use investment pro- portions for the stock fund of zero to 100% in increments of 20%. 6. Draw a tangent from the risk-free rate to the opportunity set. What does your graph show for the 7. Solve numerically for the proportions of each asset and for the expected return and standard 8. What is the Sharpe ratio of the best feasible CAL? ,9. You require that your portfolio yields an expected return of 11%, and that it be efficient, on the expected return and standard deviation of the optimal portfolio? deviation of the optimal risky portfolio. best feasible CAL a. What is the standard deviation of your portfolio? b. What is the proportion invested in the T-bill fund and each of the two risky funds? If you were to use only the two risky funds, and still require an expected return of 14%, what would be the investment proportions of your portfolio? Compare its standard deviation to that of the optimized portfolio in Problem 9. What do you conclude? 10