Problem 8 Intro The return statistics for two stocks and T-bills are given below: 2 Expected return 3 Variance 4 Standard deviation 5 Covariance Stock A Stock B bills 0.094 0.079 0.02 0.1369 0.0729 0.37 0.27 0.02997 Part 1 Attempt 1/10 for 10 pts. What is the Sharpe ratio of a portfolio with 80% invested in stock A and the rest in stock B? 3+ decima Submit Part 2 Attempt 1/10 for 10 pts. What is the Sharpe ratio of the optimal risky portfolio? 3+ decima Submit