Assume that the market only offers two risky assets: Fund F and Stock B. Fund F has an expected return of 14% with a volatility of 20%. The risk-free rate is 3.8%. Stock B has an expected return of 20%, a volatility of 60% and a correlation of 0 with Fund F. (a) Is Fund F the optimal risky portfolio? (b) You did some calculation and decide that the optimal risky portfolio should be composed of 60% in Stock B and 40% in Fund F and 40% is in Stock B. You tell your finance professor about your calculation and he says you made a mistake and should reduce the weight in Stock B. Is your finance professor right? (c) You decide to follow your finance professor's advice and reduce the weight of Stock B. Now Stock B represents only 15% of the optimal risky portfolio with the rest invested in Fund F. Is 15% the correct weight to hold of Stock B