Question: Problem 9 Intro The return statistics for two stocks and the risk-free asset, Treasury bills, are given below: | B C D 2 Expected return

Problem 9 Intro The return statistics for two stocks and the

Problem 9 Intro The return statistics for two stocks and the risk-free asset, Treasury bills, are given below: | B C D 2 Expected return 3 Variance 4 Standard deviation 5 Covariance Stock A Stock B bills 0.09 0.065 0.02 0.09 0.0729 0.3 0.27 0.0243 Part 1 | Attempt 1/10 for 10 pts. What is the Sharpe ratio of the optimal risky portfolio? 3+ decima Submit Part 2 Attempt 1/10 for 10 pts. What is the standard deviation of a portfolio composed of 40% optimal risky portfolio and 60% risk-free asset? 3+ decima Submit

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