Question 11 You are building a new robo-adviser. You assume that two-fund separation holds. You are in the process of computing the optimal risky portfolio and would like to test your function with a simple example. You are considering two assets. One asset has an annual expected return of 0.12 and annual variance of 0.0049. The other asset has an annual expected return of 0.08 and annual variance of 0.0009. The correlation of the two assets' returns is -0.5. The risk-free rate is 0.005. Your goal is to compute the weights of the two assets in the Sharpe-optimal (aka optimal risky) portfolio. The optimal weights (rounded to the third decimal) are: 0.663 and 0.336 O 0.206 and 0.794 O 0.330 and 0.670 O 0.132 and 0.868