Question: please only answer if you can show work and work through the entire problem! thank you guys so much! Question 3 Carlotta has a coefficient

please only answer if you can show work and work through the entire problem! thank you guys so much!

Question 3 Carlotta has a coefficient of risk aversion A=5.5. She has two securities she can invest in: Riskless government debt with a return of 2%, and a risky stock with an expected return of 6% and a standard deviation of 0.31. A. What percentage of her assets should Carlotta invest in each of these securities, given her attitude towards risk? B. What is the expected return and standard deviation of the portfolio from Part A? C. What is the Sharpe Ratio of the portfolio from Part A? Question 3 Carlotta has a coefficient of risk aversion A=5.5. She has two securities she can invest in: Riskless government debt with a return of 2%, and a risky stock with an expected return of 6% and a standard deviation of 0.31. A. What percentage of her assets should Carlotta invest in each of these securities, given her attitude towards risk? B. What is the expected return and standard deviation of the portfolio from Part A? C. What is the Sharpe Ratio of the portfolio from Part A

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