13. If you want to have a return for your Final Portfolio (that is invested between Optimal Risky portfolio and Risk Free Security) of 1.10%, what would be your allocation between Optimal 2-stock risky portfolio and risk free security? (Refer to the table above.)

A. 71.43% and 28.57%

B. 70% and 30%

C. 63.71% and 36.29%

D. 50% and 50%

2-Stock Portfolio Sharpe Ratio 0.0641 0.0909 0.1212 0.1520 0.1786 0.1967 0.2053 0.2063 0.2029 0.1974 0.1913 W (MS) W (MSFT) E(Rp)Var(p) St. Dev. (p) 0.1 0.2 0.3 0.4 0.5 0.79% 0.0020 4.45% 4,01% 0.8 0.94% 0.0013 3.66% 0.7 1.02% 0.0012 3.44% 0.9 0.86% 0.0016 1,02% 0.6 1.10% 0.0011 3.36% 0.001, 3A5% 0.5 1.18% 0.0012 3.46% 3709 0.4 1.26% 0.0014 0.3 1.34% 0.0016 4.00 0.7 0.8 0.9 0.2 4.52% 0.1 1.50% 0.0025 5.04% 1.42% 0.0020 1.57% 0.0032 Min. Variance Portfolio Max. Sharpe Ratio Port. 0.2063 Risk Free 1.10% 0.0011 1.34% 0.0016 4.00