Could you please help me to figure out the rest of the table? Question 23

A. 25.5% 1), 20.7% G.-N- WB-71% and WA-2990 -rp-( .292)(.392) +(712)(-20) + 2(29)(71 )(39)(20).4 'rp f045804 rp. 21.4% 23 Given a bond with expected return of 5% and standard deviation of 8% expected return of 10% and standard deviation of 20%, a correlation of-0.10 between the bond and stock. The Treasury bill return is 3%. Tabulate and draw the in A stock with portunity set of the two risky assets, using the increment of25% in investment weight. Plot the investment opportunity set, mark the minimum variance portfolio, the optimal portfolio and draw the CAL between the risk free investment and the optimal portfolio ReturnRisk Bond ..Io ).| 1 20% Stock lir 10%) T bill I rf 3%) uus sharpe Stock Portfolio Portfolio Standard Portfolio Sharpe Ratio Weight Weight Portfolio Returndeviation 0% 25% 50% 75% 10090 | 75% | e- Y-1.25% :(.FSX-s) t C.?s)( 6.rs " (.SX , os) + C .s )C-s 2