You are given the following information: Risk-free Rate = 2.5% / year. Future State - One year from now Probability Return for Security A 25.00% 15.00% 10.00% -8.00% Return for Security B -6.00% 10.00% 8.00% 1.00% Very Good Good Average Poor 10.00% 20.00% 30.00% 40.00% Part-II: Compute the following 19 pts.] An investor approaches you with $1,000,000. She requires an expected return of 4.00% on her portfolio. a. How will you allocate her investments into securities A, B, and the Risk-free to accomplish this? (Either weights or $ amounts are fine). b. What is the Standard deviation? c. What is the Sharpe Ratio of her portfolio