$*$PLEASE DONT USE ANY APPLICATION, PLEASE HANDWRITE AND SHOW WORKINGS$/$FORMULAS$*$ Form a portfolio of stock $1,$ stock $2,$ and the riskless asset. The weight of stock $1$ in the tangency

to:

Form a portfolio of stock $1,$ stock $2,$ and the riskless asset. The expected return and the standard

deviation risk of the tangency portfolio are closest to:

respectively.

respectively.

respectively.

respectively.

Fnrm o nortfnlin of stock $1,$ stock $2,$ and the riskless asset. The Sharpe ratio is closest to: