Question 45 (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 expected return of a portfolio that invest 50% in the risk-free rate Rf and 50% in the optimal risky portfolio: Input Data E/R) 8 E/R) 0 Correlation Coefficient PAB 0.30 E(R) 20 6 Assume the Optimal Risky Portfolio (O) has the following weights Wg-.80 WA- 3.40% None of the answers is correct 4.24% 2.56% 6.00%