excel for reference .

0.15 0.10 0.05 Input Data E (A) E (m) T-bill OA | OM PAM) A's risk premium M's risk premium 0.5 0.2 -0.2 0.1 0.05 portfolio weight in M Opportunity Set risky portfolio risky portfolio Std expected return Sharpe ratio (a) portfolio weight in A 0% 10% 20% 30% 40% 50% 60% 70% 80% 90% 100% WA WM go Ero) Sharpe (b) Identify optimal risky portfolio O (c) Write the equation of the optimal CAL: (d) Suppose an investor chooses to allocate 70.00% I to the optimal risky portfolio O His complete portfolio composition in A, M and the T-bills should be WA WM WRF Oc E(re) (e) The expected return and the estimated risk of his complete portfolio is, (f) By his capital allocation choice, his risk aversion coefficient is Ms. Wilson has $100,000 fund for investment. If she decides to allocate 70% of his fund to the optimal risky portfolio, how much should she invest in Asset M? Select one: O a. $52,051 b. $48,655 c. $17949 O d. $33,622 0.15 0.10 0.05 Input Data E (A) E (m) T-bill OA | OM PAM) A's risk premium M's risk premium 0.5 0.2 -0.2 0.1 0.05 portfolio weight in M Opportunity Set risky portfolio risky portfolio Std expected return Sharpe ratio (a) portfolio weight in A 0% 10% 20% 30% 40% 50% 60% 70% 80% 90% 100% WA WM go Ero) Sharpe (b) Identify optimal risky portfolio O (c) Write the equation of the optimal CAL: (d) Suppose an investor chooses to allocate 70.00% I to the optimal risky portfolio O His complete portfolio composition in A, M and the T-bills should be WA WM WRF Oc E(re) (e) The expected return and the estimated risk of his complete portfolio is, (f) By his capital allocation choice, his risk aversion coefficient is Ms. Wilson has $100,000 fund for investment. If she decides to allocate 70% of his fund to the optimal risky portfolio, how much should she invest in Asset M? Select one: O a. $52,051 b. $48,655 c. $17949 O d. $33,622