Question 44 (1 point) Given the risk and return of two risky assets, the risk-free rate, the correlation coefficient between the two risk assets, as well as the optimal portfolio weight of one of the risky assets, calculate the standard deviations of the optimal risky portfolio : Input Data E/R) E/R) Correlation coefficient PAB 0.30 E(RI) 20 6 Assume the Optimal Risky Portfolio (O) has the following weights Wg-.80 WA- None of the answers is correct 16.40% 07.11% 11.27% 13.00%