The universe of available securities includes two risky stock funds A and B, and T-bills . The data for the universe are as follows:

Securities	Expected Return(%)	Standard Deviation (%)
A B T-bills	10 30 5	20 60 0

The covariance between fund A and B return is 204

i. Calculate the correlation coefficient of returns between security A and B.

ii. Calculate the expected return, risk and reward to variability ratio assuming 25 percent investment made on security B.

iii. Calculate the expected return, risk and reward to variability ratio of the optimal risky portfolio.