Intro You have $5,000 and want to invest it in the two stocks below and the risk-free asset, Treasury bills: A B D 1 Stock A Stock B T-bills 0.092 0.078 0.02 2 Expected return 3 Variance 0.1369 0.0729 4 Standard deviation 0.37 0.27 5 Covariance 0.02997 Part 1 | Attempt 1/10 for 9.8 pts. What is the Sharpe ratio of the optimal risky portfolio? 3+ decimals Submit Part 2 Attempt 1/10 for 9.8 pts. What is the standard deviation of a portfolio composed of $4,500 optimal risky portfolio and $500 risk-free asset? 3+ decimals