In an imaginary economy, there exists just two risky assets S, B and the risk-free asset. Consider the following information: rf= 0.03 p=-0.2 E (r) std S 0.25 10.361 B 0.10 10.329 1- What is the weight of S and B in the optimal risky portfolio? 2- What is the expected return and the standard deviation of the optimal risky portfolio? 3- What is the Sharpe ratio for the optimal risky portfolio? 4- Sarah decides to invest 80% of his total investment in the optimal risky portfolio. If his total investment is 100 000 $, how much should she invest in asset B and S