Suppose the universe of available securities include only two risky stock funds, a and b, and T-bills with the following returns and risks. The correlation between fund a and fund b is 0.20 (i.e., ab=0.2 ). 2) If you invest in the two risky funds, what is the best "reward-to-volatility ratio" you can achieve? (Hint: Compute the weights wa and wb for the optimal risky portfolio P; then use the weights to compute E(r) and , and finally the Sharpe ratio for P.) Suppose the universe of available securities include only two risky stock funds, a and b, and T-bills with the following returns and risks. The correlation between fund a and fund b is 0.20 (i.e., ab=0.2 ). 2) If you invest in the two risky funds, what is the best "reward-to-volatility ratio" you can achieve? (Hint: Compute the weights wa and wb for the optimal risky portfolio P; then use the weights to compute E(r) and , and finally the Sharpe ratio for P.)