Given the risk-free rate of return of 3.05%, find the sharp ratio of an optimum portfolio of two risk assets (Stock A and Stock B) using the following information: Covariance Matrix A B A 0.01374 B -0.00083 0.01562 Average return Stock A=0.1160 Average return Stock B- 0.0980 (Note: Please watch Mean-Variance Rule of Investing video and use Excel to solve the problem. You can use a formula as shown in the class, but it is very easy to use Excel's Solver for optimization. Assume sample size as population but not the sample). 1.15 1.00 0.78 0.99 e 0.93 Arpita invests $35,153.50 in a stock portfolio. She invests 60.36% in stock A and 39.64% in stock B. Using the following covariance matrix find, standard deviation of Arpita's portfolio: Covariance Matrix Stock A Stock B Stock A 0.01198 -0.00113 Stock B 0.01926 .7.20% 6.21% 8.28% 6.87% 8.94%