I need help with this problem. Please include step by step when solving the problem.

Considering 3 investments for a client. the first is a stock, the second is a long-term corporate bond, and the third is a T-Bill.

	E(r)	St Dev.
T-Bill	8%
Bond	12%	12%
Stock	21%	25%

The correlation between S&B is .15%

a. what are the investment proportions in the minimum variance portfolio of the two risky funds, what is the expected return and standard deviation of the portfolio?

b. if you want to optimize return what proportion of stocks and bonds would you use and what would be your expected return and standard deviation of that portfolio?

c.draw the investment opportunity set highlighting the location of the minimum variance portfolio as well as the optimal portfolio.

d. calculate the Sharpe ratio.