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Portfolio A has $65 million in stockand $45 million in bonds.Portfolio B has $40 million in stockand $70 million in bonds.Portfolio manager A makes a swap with portfolio manager B toexchange stock for bonds with a notional principal of $25million.Year-end returns are as follows.Stockreturn 4% Bondreturn 6%A. Show the asset allocation for eachportfolio before the swap here; Identify as A or B.Portfolio APortfolio BDollarsWeightsDollarsWeightsStockBondsTotalB. Show the asset allocation for eachportfolio after the swap here; Identify as A or B.Portfolio APortfolio BDollarsWeightsDollarsWeightsStockBondsTotalC. Show the year-end results withoutthe swap for portfolio A here.Portfolio APortfolio BReturn=Return=Which portfolio performed better?D. Show the year-end results forportfolio A with the swap here.Portfolio APortfolio BReturn=Return=Which portfolio performedbetter?E. Does portfolio manager A gain orlose from this swap and show the dollar amount here.Show the same results for the year-endvalues for portfolio B.