A specific period of Apple stock returns have a mean of $2\mathrm{.}55\%$ and a standard deviation of $0\mathrm{.}08891731.$ A specific period of Walmart stock returns have a mean of $1\mathrm{.}39\%$ and a standard deviation of $0\mathrm{.}05742063.$ The risk free rate is $\mathrm{.}08\%$ and the correlation beetween the Apple and Walmart returns is $\mathrm{.}3795244.$ What are the weights on the two stocks to achieve the optimal risky portfolio? What are the mean and standard deviation of returns on the optimal risky portfolio? Please show all calculations.