A asset has an expected return of $20\%$ and standard deviation of $30\%.$ B asset has an expected return of $10\%$ and standard deviation of $23\%.$ C asset is risk$-$free with a rate of $5\%.$ The correlation between A and B is $0\mathrm{.}15.$ a$)$ What is the expected return and standard deviation of the optimal risky portfolio? b$)$ Suppose your complete portfolio must yield an expected return of $15\%$ and be efficient. What is the standard deviation of your portfolio? c$)$ What is the proportion of your portfolio invested in A and B$,$ respectively?