how to solve these two

Intro The return statistics for two stocks and the risk-free asset, Treasury bills, are given below: A B D 1 Stock A Stock B T-bills 2 Expected return 0.09 0.08 0.02 3 Variance 0.0961 0.0729 4 Standard deviation 0.31 0.27 5 Covariance 0.02511 | Attempt 3/10 for 10 pts. Part 1 What is the Sharpe ratio of the optimal risky portfolio? 3+ decimals Submit Part 2 Attempt 2/10 for 10 pts. What is the standard deviation of a portfolio composed of 10% optimal risky portfolio and 90% risk-free asset? 4+ decimals Submit