Suppose there are two risky stocks. Stock one has an expected return of $10\%$ and a return standard deviation of $20\%.$ Stock $2$ has an expected return of $5\%$ and a return standard deviation of $10\%.$ The correlation between the returns of the two stocks is $\mathrm{.}5.$ There is also a riskless asset with a return of $3\%.($a$)$ Suppose you put a fraction w$1$ of your wealth in stock $1$ and a fraction w$2$ of your wealth in stock $2,$ with $(1$ w$1$ w$2)$ going to the riskless asset. What is the expected return, return variance, and Sharpe ratio of this portfolio of risky assets?