A pension fund manager is considering four financial assets. Assets A, B, and C are risky assets, and the fourth asset is a T-bill money market fund that yields a rate of 6%. The information about the three risky assets is in the table below. The correlation between A and B is .15. The correlation between B and C is 1. Expected Return (%) Variance (%) Asset A 15 144 Asset B 9 144 Asset C 9 121 c. With the help of the following formula, what are the investment proportions in the optimal risky portfolio of these four assets, and what is the expected value and standard deviation of its rate of return? (3 marks) (E(ra) r) (E(TB) - r)Cov(TA, TB) WA = (E(A) 1) + (E(TB) ) (E(ra) + E(TB) - 2rf)Cov(TA, TB) - (Note: A and B in this formula are not the Asset A and Asset B in this question. A and B here simply represent two random risky assets)