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The table below contains annualized expected returns, volatilities, and covariances for 6 asset classes. In this problem, you will analyze the construction of portfolios across these asset classes. You may assume an annualized risk-free rate of 4.5%. Variance Covariance Matrix Expected Global Asset Cl Volatilit Total US ees) eturn [ho Y| US Stock| ex-US Bond Stock Market Market US Stock 15.51%] 16.64%|0.027689 0.021081] 0.006165) 0.011660 caress} 0007744 arke 0. . . . . . 10.99%] 15.45%|0.022705|0.025709| 0.007419| 0.013159 ca] ay Total US -0.88%] 6.28%|0.016336/0.018253]| 0.010450) 0.016157/0.022217) -0.003857 Bond Market Corporate Bond -0.20%] 10.01%]0.019382|0.020310} 0.010136] 0.016657/0.024149| -0.001187 onds 0 REIT 8.41%] 19.35%]0.023536]0.020310} 0.007210} 0.012492)/0.032198) 0.005637 17.01%] 17.83%/0.007199|0.007198|-0.001358|-0.000666/0.006118| 0.029669 A. Consider an equally-weighted portfolio. What is the expected return, volatility, and Sharpe Ratio of such a portfolio? B. Compute the (potentially levered) tangential portfolio that achieves the highest possible Sharpe Ratio. Report its portfolio weights. Is this portfolio realistically implementable? C. Consider a portfolio that achieves the highest possible Sharpe Ratio subject to having a maximum leverage ratio of 2x. Compute its portfolio weights. Is this portfolio realistically implementable? D. Finally, compute the unlevered portfolio with the highest Sharpe Ratio. What are its portfolio weights, expected return, volatility, and Sharpe Ratio