Riskfree US equity International asset index equity index returns returns (Weight) (Weight) 100% slope of CAL (Sharpe ratio) Exp. Ret port. St.dy 1 2 80% 3 60% 4 40% 5 20% 6 0% e. Finally, suppose you do not use the weights for the risk-free asset in part d, but any other number you want to assume (as long as the weights of the 3-assets add up to 1). Find a portfolio that maximizes the Sharpe ratio?| Riskfree US equity International asset index equity index returns returns (Weight) (Weight) 100% slope of CAL (Sharpe ratio) Exp. Ret port. St.dy 1 2 80% 3 60% 4 40% 5 20% 6 0% e. Finally, suppose you do not use the weights for the risk-free asset in part d, but any other number you want to assume (as long as the weights of the 3-assets add up to 1). Find a portfolio that maximizes the Sharpe ratio?|