As a financial advisor at Aggie Private Wealth Management, you are analyzing two securities, one stock and one bond, to construct a portfolio for a client who has a risk aversion coefficient of 5. Risk-free T-bills yield 4.9% in the market. Below are your estimates regarding the two securities: Expected Return Standard Deviation Stock (10% 39%) Bond (5% 33%) The correlation between the two securities is 0.15. How would you allocate your client's optimal risky portfolio between the two securities: Stock and Bond? What would be the expected return and standard deviation of the optimal risky portfolio? You can use solver add-in in Excel to answer this question. (Use two decimal places for your answer in percentage form)