Intro The return statistics for two stocks and the risk-free asset, Treasury bills, are given below: B D 1 Stock A Stock B T-bills 2 Expected return 0.092 0.08 0.02 3 Variance 0.1296 0.0729 4 Standard deviation 0.36 0.27 5 Covariance 0.02916 Attempt 4/10 for 6 pts. Part 1 What is the Sharpe ratio of the optimal risky portfolio? 3+ decimals Submit Part 2 Attempt 1/10 for 10 pts. What is the standard deviation of a portfolio composed of 60% optimal risky portfolio and 40% risk-free asset? 3+ decimals Submit