An investor constructs an optimal portfolio P with two risky stocks X and Y. The expected rate of return of stock X is 15% and the standard deviation is 25% and the expected return of stock Y is 12% and the standard deviation is 20%. The risk-free rate is 5%. The correlation coefficient between the stocks is 0.15. The optimal portfolio weights of X and Y are 67.04% and 32.96% respectively.

What is the standard deviation of the above complete-portfolio C that provides 18% return? What are the reward-to-risk ratios of the optimal-portfolio P and the complete-portfolio C? Explain your results. Why they are same or different. Provide an argument by reflecting on the capital allocation line/s on which the positions of C and P can be plotted.