Assume that there are only two stocks in the economy, stock A and stock B. The risk-free asset has a return of 3%. The optimal risky portfolio, i.e., the portfolio with the highest Sharpe ratio, is given below: What is the expected return of a portfolio composed of 90% of the optimal risky portfolio and 10% of the risk-free asset? Part 2 Attempt 1/10 for 8.6 pts. What is the standard deviation of such a portfolio? Assume that there are only two stocks in the economy, stock A and stock B. The risk-free asset has a return of 3%. The optimal risky portfolio, i.e., the portfolio with the highest Sharpe ratio, is given below: What is the expected return of a portfolio composed of 90% of the optimal risky portfolio and 10% of the risk-free asset? Part 2 Attempt 1/10 for 8.6 pts. What is the standard deviation of such a portfolio