Assume you found that, based on a set of 10 risky assets, the Optimal Risky Portfolio has a standard deviation of 10% and an Expected Return of 12%. In addition, the risk-free rate is 3%.

What is the Sharpe Ratio of the Optimal Risky Portfolio?

Now plot the risk-free asset, the Optimal Risky Portfolio and the Capital Allocation Line on the graph given below. Finally, draw in a rough sketch not based on any additional calculations of a Portfolio Opportunity Set that could correspond with what you have drawn already.

Any way you can plot something that resembles the portfolio opportunity set thats find for this assignment and for the exam (of course they have to at least attempt to be accurate, representing the correct values).