Stuck A ( WA) stock BCI-WA) EIRA)= 1% ELR)= 2% 6A = 010158 is, A,B, 6B=0,02915 Lovarjaals, i, 0.000375 correlation - 0.81349. Given EURp)- WA EURA)+(-WA) EIRB) 6p2= 6x{wAzbe6-0}+ 2WAUWA) COVA, B , and suppose the risk free rate is 0130%, what is the sharpe Ratio of the optimal portfolio? ? And what is the portfolio weights of the optional portfolio? CUse Excel)