how to solve part 2

Problem 9 D Intro The return statistics for two stocks and T-bills are given below: A B 1 Stock A Stock B T-bills 2 Expected return 0.094 0.066 0.02 3 Variance 0.1296 0.0729 4 Standard deviation 0.36 0.27 5 Covariance 0.02916 Part 1 | Attempt 1/10 for 10 pts. What is the Sharpe ratio of a portfolio with 10% invested in stock A and the rest in stock B? 19.05% Correct Previous answers: 10%; 2.561%; 90%; 6.88%; 6.599%; 0.256 Part 2 What is the Sharpe ratio of the optimal risky portfolio? | Attempt 7/10 for 10 pts. B+ decimals Submit