Consider the following information: Stock A has an expected return of 10% and a standard deviation of 20%, and Stock B has an expected return of 30% and a standard deviation of 60%. The correlation coefficient between Stock A and Stock B is - 0.20. A T-bill has a rate of return of 5%

the optimal risky portfolio is designed by investing 68% in Stock A and 32% in B. What are respectively the expected return, standard deviation and Sharpe ratio for this portfolio?