What is the is the expected return, risk and Sharpe ratio from their portfolio, if an investor allocates evenly to stocks, bonds and hedge funds, assuming stocks had a 10% expected return and 15% risk, bonds had a 5% expected return and 4% risk and hedge funds had an 8% expected return and 7% risk, and the correlation between stocks and hedge funds was .70, bonds and hedge funds .25 and stocks and bonds .10 and that the risk-free rate is 2%? How would your answer change as the correlation of hedge funds to stocks and bond increased or decreased.