how to solve 1 and 3

Problem 11 Intro You have $7,000 and want to invest it in the two stocks below and the risk-free asset, Treasury bills: B D 1 Stock A Stock B T-bills 2 Expected return 0.091 0.074 0.02 3 Variance 0.1521 0.0729 4 Standard deviation 0.39 0.27 5 Covariance 0.03159 | Attempt 2/10 for 10 pts. Part 1 What is the Sharpe ratio of the optimal risky portfolio? 3+ decimals Submit Part 3 Attempt 2/10 for 10 pts. Still assuming a portfolio composed of $2,800 optimal risky portfolio and $4,200 risk-free asset, how much money should you invest in stock B (in $)? 0+ decimals Submit