We have the historical returns of two risky assets Date asset Asset_B 4/30/2020 -0.1554 0.1363 5/31/2020 0.0851 0.0254 6/30/2020 0.1474 0.1106 7/31/2020 0.1651 0.0074 8/31/2020 0.2166 0.1028 9/30/2020 -0.1025 -0.0574 Calculate stock expected return and variance of return uning time-series analysis. Given that the correlation coefficient between A and B 0,1611. Assume that the risk-free rate is 0.5%. Also assume that investors degree of risk a version is 10. # we forma portfolio uning asool A, B und the risk-fron nonet, what is the weight of asset A in the optimal portfolio (the portfolio giving investors the highest utility level 9.63% 0 25.16% 17 65% 7.49%