The annual estimates of the parameters for Boeing (B) and Microsoft (M) stocks are given below: mu_B = 0.1492, mu_M = 0.3308, sigma_B^2 = 0.0695, sigma_M^2 = 0.1369, rho_BM = -0.0083 Assume a risk-free rate of 3% per year for the T-bill (risk free rate) Consider a portfolio that has 30% in the tangency portfolio and 70% in T-bills. In this portfolio, what is the percent invested in Boeing and what is the percent invested in Microsoft? Compute the mean for this portfolio. Compute Sharpe ratio for this portfolio Suppose you want a 10% expected return. Compare (in terms of risk) The best portfolio of only the two stocks the best portfolio of the two risky stocks and the risk free assets