Determine the optimal risky portfolio (e.g. the optimal allocation of A & B) using the concepts from Modern Portfolio Theory and draw in the Capital Allocation Line (CAL). The approximate optimal allocation can be determined using the table below.

Table of Opportunity Set of Risky Assets
Weight A	Weight B	Exp Rtn	Exp Risk	Sharpe
0%	100%	28.36%	14.82%	1.76535
10%	90%	26.44%	13.56%	1.78906
20%	80%	24.53%	12.40%	1.80083
30%	70%	22.61%	11.40%	1.79119
40%	60%	20.69%	10.59%	1.74737
50%	50%	18.78%	10.02%	1.65583
60%	40%	16.86%	9.73%	1.5083
70%	30%	14.95%	9.75%	1.30922
80%	20%	13.03%	10.07%	1.07715
90%	10%	11.12%	10.66%	0.83708
100%	0%	9.20%	11.50%	0.60985