U Question 3 1 pts USE THIS INFORMATION FOR ALL THREE QUESTIONS: An investor can design a risky portfolio based on two stocks, 1 and 2. Stock 1 has an expected return of 15% and a standard deviation of return of 25%. Stock 2 has an expected return of 12% and a standard deviation of return of 20%. The correlation coefficient between the returns of 1 and 2 is 0.2. The risk-free rate of return is 1.5%. What is the REWARD to VARIABILITY Ratio of the Optimal Portfolio? Enter as a coefficient weight. Thus half would be entered as "0.50" or just ".50" but NOT as "50%