You are a portfolio advisor creating a complete portfolio for a client. The client has a risk aversion (A) of 10. You have decided to create a portfolio using two risky assets: Asset A and Asset B. Asset A has an expected return of 8% and a risk of 12%. Asset B has an expected return of 5% and a risk of 10%. The correlation between the two assets returns is 0.60. Using a risk-free rate of 0.25%, you have determined that the optimal risky portfolio is 60% in Asset A and 40% in Asset B.

Solve for the weight in the risky portfolio and risk-free asset. What is the expected return and risk of the clients complete portfolio? What is the Sharpe ratio of the complete portfolio?