Question $1(20$ points$)$Security A has a rate of return $12\%$ and a risk $($standard deviation$)$ of $0\mathrm{.}3,8$ has a rate of return of $16\%$ and a standard deviation of $0\mathrm{.}5.$ A risky portfolio is composed of $60\%$ of security A and $40\%$ of security B$.$ Assume that the risk$-$free T$-$bills rate is $5\%$a$)$ What is the risky portfolio's expected rate of return?b$)$ What is the risky portfolio's standard deviation? Assume the correlation between the rates of return on A and B is $0\mathrm{.}2.$c$)$ What is the sharpe ratio of the risky portfolio