\#13. (14 points) You have invested in Rigel Corporation's stock for a long time. The expected return and volatility of Rigel stock is 12% and 20%, respectively. You plan to create a two-stock portfolio by combining Rigel and another stock. You are considering Zubene Corporation's stock as an additional investment. The expected return and volatility of Zubene stock is 30% and 60%, respectively. The correlation between Rigel and Zubene's returns is -0.2 . The risk-free rate is 0%. a) (4 points) What is the Sharpe ratio of Rigel and Zubene? b) (10 points) You plan to construct the two portfolios as follows: (Portfolio 1) invest 20\% in Rigel and 80% in Zubene (Portfolio 2) invest 80% in Rigel and 20% in Zubene Which portfolio is better in terms of risk-return rewardability (Sharpe ratio)