Intro You have $5,000 and want to invest it in the two stocks below and the risk-free asset, Treasury bills: D B Stock A 0.091 0.1444 0.38 0.03078 2 Expected return Variance Standard deviation 5 Covariance C Stock B T-bills 0.063 0.02 0.0729 0.27 3 Attempt 3/10 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 $2,000 optimal risky portfolio and $3,000 risk-free asset? 3+ decimals Submit Part 3 | Attempt 1/10 for 10 pts. Still assuming a portfolio composed of $2,000 optimal risky portfolio and $3,000 risk-free asset, how much money should you invest in stock B (in $)? No decimals