May i please have the solution to question 2 ? Thank you

1. Markowitz Portfolio Optimisation. [30 Marks] Lisa is considering two risky funds, the S&P 500 index fund and a corporate bond fund, plus Treasury bills (T-Bills). The information of the funds and T-bills are as follows: S&P 500 Corporate Bond Fund T-bills Expected Return 16% 10% Standard Deviation 20% 15% 0 6% The correlation between the S&P 500 index fund and the corporate bond fund is 0.4. 1) Calculate the investment weights in the minimum-variance portfolio of the two risky funds, the expected return and standard deviation of the minimum- variance portfolio [6 Marks] 2) If the investment weights in the optimal risky portfolio of the two risky funds are 81.57% in the S&P 500 fund and 18.43% in the corporate bond fund, ECO-30053 Investment Management 3 / 7 calculate the expected return and standard deviation of the optimal risky portfolio. [4 Marks) 3) Calculate the slope of the capital allocation line (CAL) and draw the CAL supported by T-bills and the optimal risky portfolio. [4 Marks] 4) If Lisa has a risk aversion of A = 5 when applying to return on wealth, what are the investment proportions in the T-bills and each of the two risky funds? Calculate the expected return and standard deviation of the completed portfolio. [8 Marks] 5) If Lisa's index of risk aversion is A = 9, what would be her capital allocation? What do you conclude upon comparing your answers to those in part 4)? [8 Marks)