please make steps and caculations clear, thank you!

2. Optimal Portfolio: Carol has three potential investments available to her: A riskless asset that pays 4%, a risky bond with an expected return of 10% and a return standard deviation of 14%, and risky bond with an expected return of 26% and a standard deviation of 23%. The coefficient of correlation between the risky stock and the risky bond is 0.11. a. What is the composition of the best possible risky portfolio you could build from these assets? b. What is the expected return and standard deviation of this portfolio? c. Would the Sharpe Ratio of this portfolio be higher or lower than that of the individual risky assets? Why