Use the following information to answer parts A-C: Also: the correlation between the two funds is 0.15, and the risk-free asset yields a return of 5.5%. Covariance between the two funds is 110.4. The optimal portfolio will have 35.34% invested in bonds and the remaining 64.66% invested in stocks (you can verify this if you like, but it's not necessary). What will be the expected return and standard deviation for the optimal portfolio? What is the Sharpe (reward-to-volatility) ratio for the optimal portfolio? If you want an expected return of 12%, what would be the standard deviation of the optimal portfolio? What is the proportion invested in the risk-free fund, the stock fund and the bond fund