We have the historical returns of two risky assets: Date asset Aasset_B 4/30/2020 5/31/2020 6/30/2020 7/31/2020 8/31/2020 9/30/2020 -0.1554 0.0851 0.1474 0.1651 0.2166 -0.1025 0.1363 0.0254 0.1106 0.0074 0.1028 -0.0674 Calculate stock expected return and variance of return using time-serita analysis. Given that the correlation coeficient between A and B 16 0.1511 Assume that the risk-free rate is 0.5% Also assume that inventorn degree of risk aversion is 10. if we forma portfolio using anot A and B what is the weight of asset A in the optimal rinky portfolio /tangency portfolio (the portfolio with the highest sharp ratio) 28.37% 13.22% O 21.60 19.31%