Intro You have $11,000 and want to invest it in the two stocks below and the risk-free asset, Treasury bills: A B C D Stock A Stock B T-bills 2 Expected return 0.091 0.069 0.02 3 Variance 0. 1089 0.0729 4 Standard deviation 0.33 0.27 5 Covariance 0.02673 Part 1 | Attempt 2/10 for 8 pts. 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 $4,400 optimal risky portfolio and $6,600 risk-free asset