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Suppose the world only consists of two risky assets: IBM and Walmart (MSFT) and a risk free asset. Here are the details of each asset: (2 points) . OBM= 12%, WNn9%. Correl (IBM,WMT) =0.45 What is the portfollo comprised entirely of risky assets (ie, only IBM and/or WMT) that has the highest Sharpe Ratio? (0.5 points) Report the returns and standard deviation for a portfolio that invests X% in portfolio found in part a and 1-X% in the risk-free asset. Let X vary from 0% to 150% in units of 10%(0.5 points) What is the equation of the line reported in part B? (0.25 points) a) d) ifyou wanted a return of 10%, what is the snnallest possible standard deviationyou could have? (0.25 points) If you wanted a standard deviation of8%, what is the rnaximum possible return you could earn? (0.25 points) Explain what it means to invest 150% inthe portfolio found in part B and 50% in the risk free rate? Would this ever be optimal? Why or why not? (0.25 poin d) e) Suppose the world only consists of two risky assets: IBM and Walmart (MSFT) and a risk free asset. Here are the details of each asset: (2 points) . OBM= 12%, WNn9%. Correl (IBM,WMT) =0.45 What is the portfollo comprised entirely of risky assets (ie, only IBM and/or WMT) that has the highest Sharpe Ratio? (0.5 points) Report the returns and standard deviation for a portfolio that invests X% in portfolio found in part a and 1-X% in the risk-free asset. Let X vary from 0% to 150% in units of 10%(0.5 points) What is the equation of the line reported in part B? (0.25 points) a) d) ifyou wanted a return of 10%, what is the snnallest possible standard deviationyou could have? (0.25 points) If you wanted a standard deviation of8%, what is the rnaximum possible return you could earn? (0.25 points) Explain what it means to invest 150% inthe portfolio found in part B and 50% in the risk free rate? Would this ever be optimal? Why or why not? (0.25 poin d) e)