Portfolios A, B, and C all lie on the efficient frontier that allows for risk-free borrowing and lending. Portfolio A and B have the following expected returns and return variances: A: A=0.0925 , A2=0.0225 ; B: B=0.11 , B2=0.04 . Portfolio Cs return has variance C2=0.1225 . What is the expected return and Sharpe ratio of Portfolio C? What is the risk-free interest rate? Explain your calculations