Question: I NEED AN ANSWER WITHIN 1 HOUR!!!!! PLEASE HELP 5) The tangency portfolio consists of 32% Shell and 68% Sun Oil. The mean return on

I NEED AN ANSWER WITHIN 1 HOUR!!!!! PLEASE HELP

5) The tangency portfolio consists of 32% Shell and 68% Sun Oil. The mean return on Shell is 6% and the standard deviation is 8%. The mean return on Sun Oil is 10% and the standard deviation is 14%. The correlation between the two is 0.50. A: (10 points) What is the mean and standard deviation of the tangency portfolio? B: (10 points) The riskless asset pays 2.5%. You demand an expected return of 35%. What is the standard deviation of your portfolio

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