Problems 16-18 are based on the following provided in the following table (25 points); Assets Risk-Free Assets T-Bills Expected Rate of Return Expected Standard Deviation Portfolio Allocation 25 1.5% Bonds Stocks 35 40 6.0% 16.0% -14% 38% Assuming the correlation between stocks and bonds is 0.25, compute the Standard Deviation of the combined risky portfolio. 16. 17. Compute the Sharpe Ratio of the combined risky portfolio. If you had $100,000 to invest in this portfolio based on the allocation above- including cash, compute the a) expected S profit and b) expected WAHPR. 18