4-5 Asset 1 Asset 2 P12=0.3 Expected return 10% 4% Standard deviation 5% 3% 5. Assume that risk-free T-bills yield 4%. Find the optimal risky portfolio for Assets 1 and 2. Calculate the optimal risky portfolio's expected return and standard deviation. Draw the new efficient frontier. Find the reward-to-volatility ratio. Derive the equation for the new efficient frontier. Assume short selling is allowed. 4-5 Asset 1 Asset 2 P12=0.3 Expected return 10% 4% Standard deviation 5% 3% 5. Assume that risk-free T-bills yield 4%. Find the optimal risky portfolio for Assets 1 and 2. Calculate the optimal risky portfolio's expected return and standard deviation. Draw the new efficient frontier. Find the reward-to-volatility ratio. Derive the equation for the new efficient frontier. Assume short selling is allowed