Assume that when investing in the risky portfolio, the investor must choose between just two risky assets: an equity fund and a corporate bond fund. The equity fund has an expected return of $35\%$ and a standard deviation of $28\%.$ The corporate bond fund has an expected return of $15\%$ and a standard deviation of $15\%.$ The equity fund and the corporate bond fund returns have a correlation of $0\mathrm{.}30.$ The treasury bill rate is $6\%.$ Suppose that the investor invests $61\mathrm{.}31\%$ of his allocation to the risky portfolio in the equity fund, and therefore $38\mathrm{.}69\%$ to the corporate bond fund. Assume that theses weights correspond to those of the optimal risky portfolio$.$ Assume that the investor$$s risk aversion coefficient $($A$)$ equals $7\mathrm{.}00.$ What is the composition of$,$ expected return and standard deviation of the optimal risky portfolio?