9. (14 points) Your portfolio consists of a risk-free asset with a rate of return of 5% and a risky asset with an expected rate of return of 13% and a standard deviation of 20%. A. What is the Sharpe ratio of the risky asset? B. You have a mean-variance utility function, U=E(r)-0.5A0%, with a risk aversion parameter A=5. What should be the optimal allocation to the risky asset in your portfolio? What is the portfolio's expected return? What is the portfolio's standard deviation? What is the Sharpe ratio of the portfolio? C. If the expected return of your portfolio is 11%, what percentage of your portfolio must have been invested in the risky asset? If the standard deviation of your portfolio is 12%, what percentage of your portfolio must have been invested in the risky asset