Rick is a u-o-investor and lives in a world with only three assets A, B, and C. He has gathered some data to help him optimize his portfolio expected returns (p), standard deviations (0) Sharpe Ratios (SR), covariances (0), and correlation coefficients (PLA) Unfortunately, some of the data was lost due to carelessness when creating a backup. Rick still remembers that one of the three assets is the risk-free asset and that none of the assets isu-o-dominated by another. Asset A Asset B Asset C HU 0.01 0.05 0.16 SR O 0.4 0 03 OLE 3 PLE 4 5 05 a) Which asset has to be the risk-free asset? Why is it impossible to compute number, which is the Sharpe ratio of asset A? (5 points) b) Determine the missing figures in the table (numbered, etc.). (15 points)