An investment manager has done some calculations for the stock of the Dow Chemical with the following results: alpha = -5%, beta = 0.9, and sigma(e) = 25%. The risk-free rate is 6%. The expected return on the S&P 500 is 14% and its standard deviation is 21%. What is the optimal risky portfolio that is formed by the Dow Chemical and the S&P 500? Show your work