7) - Let the following information be about a portfolio of two assets: a) The Sharpe Ratio (Expected Return on Risk) of the portfolio is 0.3667. b) The risk-free rate (annual effective) is 4%. c) If the portfolio was invested in a risk-free asset of 50%, and in a risk asset (asset X) of 50%, then your expected return would be 9.50%. Thus, suppose the weights were revised so that this portfolio was invested, 20% in a risk- free asset, and 80% in a risk asset (asset X). Calculate the standard deviation, of the performance, of the portfolio with the revised weights... * Note: detail the procedure (by hand), both for the formulas and for the resolution