-0.2 0.75% 0.77% -0.1 3. Suppose the total investment is $10,000, and the optimal risky portfolio weights are 0.8 and 0.2 on two risky assets for Apple and Exxon Mobile, respectively. If you want hold $3000 on T- bills and the rest on the risky portfolio, then (3-1) what is the expected monthly return and standard deviation of your overall passive portfolio? (3-2) Calculate the Sharpe ratio of your overall portfolio. Use the following information. The subscript "1"=Apple, "2"=Exxon Mobile. E[ru] = 0.94%, E [12] = 0.78%, 01 = 4.73%, 02 = 3.97%, p = 0.2464, y = 0.7%; Investment opportunity set Weight on Apple Port STDP (%) Port ROR (%) 4.62% 4.27% 0.78% 0.80% 3.53% 0.81% 3.42% 0.83% 0.4 3.39% 0.5 3.44% 0.86% 0.6 3.58% 0.88% 0.7 3.78% 0.89% 0.91% 4.37% 0.92% 4.73% 0.94% 3.97% 3.72% 0 0.1 0.2 0.3 0.85% 4.05% 0.8 0.9 1