Given the information about a risky portfolio, composed of stocks A and B, answer the following questions Expected Weight Standard deviation return Stock A 0.3 34% 20% Stock B 0.7 29% 10% Covariance of X and Y= Risk-free rate= 5% 0.02 A. The expected return of the portfolio is: 30.50% B. The standard deviation of the portfolio is : [Select) C. The Sharpe ratio of the portfolio is: Select]