IBM 20.00% The following table contains information regarding stock returns of IBM and Google. Expected Return Standard Deviation 10.00% Google 15.00% 30.00% In addition, you find the return correlation between IBM and Google is 0.2. The risk-free rate is 5%. (a) What is the expected return of the minimum variance portfolio (MVP) constructed from the two stocks? (b) Consider a portfolio that invests equally in the two stocks (IBM and Google), what is the Sharpe ratio of this equal-weighted portfolio? (c) What is the standard deviation of the optimal risky portfolio (a.k.a. tangency portfolio) constructed from the two stocks