D 2.5 pts Question 7 You have $ 60000 to invest. You have done some security analysis and generated the following data for two stocks and Treasury bills. A B D Stock A Stock B T-bills 2 Average Return @.05 @.08 0.02 3 Variance of Stocks 0.06 0.08 @ 4 Covariance with Stock A 1 0.06 5 6 If your data were to hold true for your future investment, what would be the expected return of the long only optimal risky portfolio? 10.% O 8.% 2.% 12. % 6.96