Two assets i and j have the following risk/return profile for an investor with risk aversion A: E [ri] = 0.1 E[r] = % = %; = p= Tf = A= 0.2 0.15 0.25 0.3 0.04 6 a) Calculate expected return and standard deviation of the Optimal Risky Portfolio b) Calculate the Sharpe Ratio of the Optimal Capital Allocation Line c) Calculate the share of the Optimal Risky Portfolio in the Optimal Complete Portfolio for a given risk preference A