please solve it as a normal question with all calculations, not on an excel sheet

Question 3 Total 18 marks Assume there are only three financial assets in the market: bond fund, stock fund and Treasury bond (T- bond). The expected return and standard deviation of the three financial assets are as follows: Financial assets Expect return (%) Standard deviation (%) Bond fund 10 20 Stock fund 30 60 T-bond 5 0 The correlation coefficient between bond fund and stock fund is -20%. Required: a. If you are going to invest in the optimal portfolio, calculate the expected return and standard deviation of returns for this portfolio. (6 marks) b. If you are going to invest in the global minimum variance portfolio that consists of bond fund and stock fund, calculate the expected return and standard deviation of returns of this portfolio. (4 marks) c. Calculate the slope of Capital Allocation Line (CAL). (2 marks) d. If your risk-aversion coefficient is A = 5, how much will you invest in bond fund, stock fund and T- bond respectively? (6 marks)