Intro You have $12,000 and want to invest it in the two stocks below and the risk-free asset, Treasury bills: . B D T- 1 Stock A Stock B bills 0.09 0.076 0.02 2 Expected return 3 Variance 0.1024 0.0729 4 Standard deviation 0.32 0.27 5 Covariance 0.02592 Part 1 | Attempt 1/10 for 10 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 $4,800 optimal risky portfolio and $7,200 risk-free asset? 3+ decimals Submit Part 3 * Attempt 1/10 for 10 pts. Still assuming a portfolio composed of $4,800 optimal risky portfolio and $7,200 risk-free asset, how much money should you invest in stock B (in $)? 0+ decimals Submit