Please help the p1 and p2

Problem 1 Compute the total risk-free return for a horizon of T' years and effective annual rate (EAR) for a (risk-free) discount bond with a maturity of T' years and par value of $100 under the following circumstances: 1. P(T) = $99.35, T' = 0.25 (5 points) 2. P(T) = $73.65, T = 4 (5 points) Problem 2. The return on a stock is characterized by the following distribution: Scenario Probability Holding-period return Good 0.40 11.55% Indifferent 0.55 6.25% Bad 0.05 -9.90% Assuming a risk-free return of 2.35%, compute the following for the stock: 1. Expected return (5 points) 2. Variance of the return (5 points) 3. Standard deviation of the return (5 points) 4. Sharpe ratio (5 points)