I can't figure this one out, any help would be great!

You are currently only invested in the Natasha Fund (aside from risk-free securities). It has an expected return of 14% with a volatility of 18%. Currently, the risk-free rate of interest is 3.8%. Your broker suggests that you add Hannah Corporation to your portfolio. Hannah Corporation has an expected return of 20%, a volatility of 62%, and a correlation of 0 (zero) with the Natasha Fund. a. Calculate the required return of Hannah stock. Is your broker right? b. You follow your broker's advice and make a substantial investment in Hannah stock so that, considering only your risky investments, 65% is in the Natasha Fund and 35% is in Hannah stock. When you tell your nance professor about your investment, he says that you made a mistake and should reduce your investment in Hannah. Recalculate the required return on Hannah stock. Is your nance professor right? 1:. You decide to follow your nance professor's advice and reduce your exposure to Hannah. Now Hannah represents 11.806% of your risky portfolio, with the rest in the Natasha fund. Recalculate the required return on Hannah stock. Is this the correct amount of Hannah stock to hold? Hint Make sure to round all intermediate calculations to at least ve decimal places