Question: how to solve this two? Intro The return statistics for two stocks and the risk-free asset, Treasury bills, are given below: A D 1 2

how to solve this two? Intro The return statistics for two stocks how to solve this two?

Intro The return statistics for two stocks and the risk-free asset, Treasury bills, are given below: A D 1 2 Expected return 3 Variance 4 Standard deviation 5 Covariance B Stock A Stock B T-bills 0.09 0.08 0.02 0.0961 0.0729 0.31 0.27 0.02511 Attempt 3/10 for 10 pts. Part 1 What is the Sharpe ratio of the optimal risky portfolio? 3+ decimals Submit Part 2 | Attempt 2/10 for 10 pts. What is the standard deviation of a portfolio composed of 10% optimal risky portfolio and 90% risk-free asset? 4+ decimals Submit

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