Consider following return series of two stocks, A and B

Stock A	Stock B
2.0%	12.5%
5.1%	-9.2%
5.5%	8.7%
7.3%	10.4%
6.2%	-7.2%
13.0%	-9.6%
1.2%	-5.4%
-7.0%	21.0%
5.5%	12.4%
-10.0%	-15.0%
3.2%	35.7%
19.0%	-14.2%
1.0%	27.9%
3.0%	16.5%
7.1%	6.6%

1. Suppose another asset, stock C, becomes available with expected return of 7% with standard deviation of 10%. If you were to generate new optimal risky portfolio using stock C, what is the new percentage allocations of stock A, B, and C in the new portfolio? What is the new Sharpe ratio of optimal risky portfolio?

(hint: treat old optimal risky portfolio as a single stock)