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 $\mathrm{.}08\%.$ 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?