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 0.097 0.073 0.02 2 Expected return 3 Variance 0.0961 0.0729 4 Standard deviation 0.31 0.27 5 Covariance 0.02511 Attempt 1/10 for 10 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 30% optimal risky portfolio and 70% risk-free asset? 3+ decimals Submit