Intro You have $24,000 and want to invest it in the two stocks below and the risk-free asset, Treasury bills: B C D 1 Stock A Stock B T-bills 2 Expected return 0.091 0.066 0.02 3 Variance 0.16 0.0729 4 Standard deviation 0.4 0.27 5 Covariance 0.0324 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 $2,400 optimal risky portfolio and $21,600 risk-free asset? 4+ decimals Submit Part 3 | Attempt 1/10 for 10 pts. Still assuming a portfolio composed of $2,400 optimal risky portfolio and $21,600 risk-free asset, how much money should you invest in stock B (in $)? 0+ decimals Submit