$2.$ Assume that the risk$-$free interest rate, rF $,$ is $0\mathrm{.}05.$ For any portfolio P$,$ let E$[$P$]$ and SD$[$P $]$ denote its expected return and standard deviation of the return. The Sharpe$-$ratio for P is then given by $($E$[$P$]$ rF$)/$SD$[$P$].$ Which of the portfolios has the maximum Sharpe$-$ratio? Use a spreadsheet to perform the following analysis