A Intro You have $11,000 and want to invest it in the two stocks below and the risk-free asset, Treasury bills B C D Stock A Stock B T-bills 2 Expected return 0.09 0.08 0.02 3 Variance 0.1225 0.0729 4 Standard deviation 0.35 0.27 5 Covariance 0.02835 Part 1 - Attempt 1/10 for 10 pts. What is the Sharpe ratio of the optimal risky portfolio? 3+ decimals Submit Part 2 - Attempt 1/10 for 10 pts What is the standard deviation of a portfolio composed of 57 700 optimal risky portfolio and $3,300 risk-free asset? 3+ decimals Submit Part 3 - Attempt 1/10 for 10 pts. Still assuming a portfolio composed of 57.700 optimal risky portfolio and $3,300 risk-free asset, how much money should you invest in stock B (in 5)? No decimals