(a) Suppose you observe two efficient portfolios, A and B. The variance of A is 0.01 and the variance of B is 0.0064 , portfolio A has an expected return of 0.20 and B s expected return is 0.10 and the returns of the two portfolios are not correlated. If the risk-free rate is 5%, determine the expected return and variance of the portfolio that maximizes the Sharpe ratio. Assume short sales(standard definition) are allowed. [12ma