Problem 2 (20 points) You are considering investing in three different assets. The first is a stock, the second is a long- term government bond and the third is a T-bill money market fund that yields a sure rate of 5%. The probability distributions of both the risky assets: Expected Return Standard Deviation 15% 32% Stock (s) Bond (B) 9 23 The correlation between the stock and bond returns is 0.10. A. Compute the expected return and standard deviation of the optimal risky portfolio (aka optimal tangency portfolio). (10 points)