13. The universe of available securities includes two risky stock funds, A and B and T-bills. The data for the universe are as follows: Expected Return Standard Deviation A 10% 20% B 30% 60% T-bills 5 0 The correlation coefficient between funds A and B is -0.2. a. Compute the covariance between the funds. b. Find the optimal risky portfolio, P. and its expected retum and standard deviation. c. Find the slope of the CAL supported by T-bills and portfolio P. d. How much will an investor with A5 invest in funds A and B and in T-bills