Part A (60 marks: 15 marks per case) Calculate the optimal risky portfolio for the following cases when short-sales are allowed. Compute its expected return and the standard deviation of its returns. 1. Two risky assets: Rp = 3, R' = [6, 9), and [ 2] [4 5 5 20 2. Three risky assets: Rp = 4, R' = [5, 9,8), and [10 0 0 = 40 0 0 20 Part A (60 marks: 15 marks per case) Calculate the optimal risky portfolio for the following cases when short-sales are allowed. Compute its expected return and the standard deviation of its returns. 1. Two risky assets: Rp = 3, R' = [6, 9), and [ 2] [4 5 5 20 2. Three risky assets: Rp = 4, R' = [5, 9,8), and [10 0 0 = 40 0 0 20