You are considering the investment of $1,000 in stock A, B, and T-bill. The probability distributions of assets are as follows. The covariance of stock A and B is 0 Stock A Stock B T-bill Expected return 10% 5% 2% Standard deviation 10% 5 0 (1) What is the investment weight on stock A and B at the optimal risky portfolio? (2) If you place 90% of your money in optimal risky portfolio and 10% in T-bill, what is the proportion invested in the T-bill and each of the two stocks? (3) In (2), what is the expected return and standard deviation at the complete portfolio? (4) Which stock would be chosen if you select one stock with higher the Sharpe ratio