You have $$100,000$ to invest. You've done some security analysis and generated the following data for two stocks and Treasury bills:

Security Stock A Stock B T$-$bills

Expected return $(\%)1282$

Variance $0\mathrm{.}040\mathrm{.}01210$

Correlation with stock A $10\mathrm{.}20$

Part $1$

What is the weight of stock A in the optimal risky portfolio $($ORP$)?$

Part $2$

If you invest $40\%$ of your funds in T$-$Bills, what is the expected return of this complete portfolio?

Part $3$

What is the standard deviation of the optimal risky portfolio?

Part $4$

What is the Sharpe ratio of your complete portfolio?

Part $5$

How much money do you have to invest in stock B to achieve this Sharpe ratio $($in $$)?$