Intro You have $12,000 and want to invest it in the two stocks below and the risk-free asset, Treasury bills: A B Stock A 0.093 0.1444 2 | Expected return 3 Variance Standard deviation 5 Covariance C D Stock B T-bills 0.068 0.02 0.0729 0.27 0.38 0.03078 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 $10,800 optimal risky portfolio and $1,200 risk-free asset? 3+ decimals Submit | Attempt 1/10 for 10 pts. Part 3 Still assuming a portfolio composed of $10,800 optimal risky portfolio and $1,200 risk-free asset, how much money should you invest in stock B (in $)? No decimals Submit