please go through and show clearly how everything gets done in order. thank you

1. An investor can design a risky portfolio based on two stocks, A and B. Use the following scenario: State of the Economy Probability Stock A return Stock B return Boom 0.30 30% Normal 0.50 18% 12% Bust 0.20 -59 6% The t-bill rate of return is 4.25%. The proportion of the optimal risky portfolio that should be invested in stock A & B is what? a b) The expected return on the optimal risky portfolio is what? c) The Sharpe ratio of the optimal risky portfolio is what? d) Investor wants to have an expected retum of 8% for a complete portfolio. What proportion of his investment is in the complete portfolio (risk free, stock A and B)? c) Investor wants the highest expected return with a complete portfolio that has a standard deviation of 12%. What proportion of his investment is in the complete portfolio (risk free, stock A and B)