Consider the following capital market: a risk-free asset yielding 3.00% per year and a mutual fund consisting of 75% stocks and 25% bonds. The expected return on stocks is 13.95% per year and the expected return on bonds is 4.50% per year. The standard deviation of stock returns is 42.00% and the standard deviation of bond returns 18.00%. Assume the correlation between stock and bond returns is 0.36 and the correlations between stock and risk-free returns and between the bond and risk-free returns are 0 (by construction, correlations with the risk-free asset are always zero).An investor has the utility function where the investors utility score = expected return 1/2 x A x variance, and the investor is considering investing in the optimal risky portfolio and the riskfree asset. If the investors coefficient of risk aversion constant A is 1.75. what is the expected return, standard deviation and Shape Ratio on this investors complete portfolio?