please answer all parts, and show work, i will rate you a good score for the help!

2) You graduated from UTEP and you were immediately hired at the Wealth Management division of J.P. Morgan. You survey a client and you conclude that this client's level of "risk aversion" is commensurate with a target standard deviation P=15%. (This means that the client would want to allocate funds into a portfolio with a standard deviation greater than this number). You can allocate your client's wealth into a corporate bond fund, a common stock fund, and a U.S. TBills (risk -free), with the following means and standard deviations: The correlation between the stock fund and the bond fund is BS=0.4. a) Find the proportions (weights) the investor should allocate into the common stock fund (wS), the bond fund (wB), and the risk-free asset (wf) so that the investor achieves the maximum return given the desired target standard deviation P=15%. Hints: - First find the weights wS and wB that form the optimal risky portfolio. - Next, find the expected return E(Rrisky)risky and standard deviation of the optimal risky portfolio. - Finally, obtain what proportion should be assigned into the optimal risky portfolio and the risky free asset such that the target standard deviation p=15% is achieved. - Now find the expected return and standard deviation of the final portfolio. a) What is the expected return and standard deviation of this target portfolio