The universe of available securities includes two risky stock funds, A and B$,$ and T$-$bills. The data are as follows: Expected Return Standard Deviation A $10\%15\%$ B $15\%25\%$ T$-$bills $5\%0$ The correlation coefficient between A and B $=0\mathrm{.}4.$ What is the covariance between funds A and B$?$ Covariance $($X$,$ Y$)=$ t$=1$NProbx,y$(($x$-$EX$)($y$-$Ey$)$ Covariance $($X$,$ Y$)=\backslash$rho xy $\backslash$sigma x$\backslash$sigma y Find the optimal risky portfolio, P$,$ and its expected return and standard deviation Find the slope of the CAL supported by T$-$bills and portfolio P$.$ How much will an investor with A $=5$ invest in funds A and B and in T$-$bills?