An investor can design a risky portfolio based on two stocks, A and B. Stock A has an expected return of 21% and a standard deviation of return of 39%. Stock B has an expected return of 14% and a standard deviation of return of 20%. The correlation coefficient between the returns of A and B is .4. The risk-free rate of return is 5%. (a) (5) A client decides to invest 40% in the optimal risky portfolio and 60% in the risk free asset. What are the expected return and standard deviation of this clients complete portfolio? What is the Sharpe ratio of the clients complete portfolio