I need help with this capital allocation exercise. Please help. Only the literal b. But if you can help me with the literal "a" I would appreciate it.

Allocation of capital between the risky asset and the risk-free asset. For the next section, geneate a table in Excel to obtain its results for the possible combinations of complete portfolios. The table can help you answer all the questions that follow. Generate this table with intervals of 0.05 (for example 0% rf and 100% risky, 5% rf and 95% risky, etc). Estimate: expected return, variance, standard deviation, sharpe, real premium, desired premium, utility Remember: E (complete R)Y E (R risky)(1-Y) x risk free rate Stdev (complete) Ystdev of complete Variance of the complete (complete Stdev) 2 Assume that your client is extremely adverse to risk with a parameter of 7. With the following information, answer Portafolio Riesgoso Risk free bills 14.40% 4.60% 21% | 0.0441 a. A 100% investment in the risky portfolio would be a possible investment for your client? Would it be the optimal investment? Demonstrate with numbers and explain the criteria you used