You are interested in a portfolio of two stocks: A and B. The monthly average return and standard deviation of Stock A are 5.9% and 18.5%, respectively. The monthly average return and standard deviation of Stock B are 1.9% and 7.3%, respectively. The correlation between the two stocks is 0.32. The monthly riskfree rate is 0.1%. A. (1 point) Calculate the minimum-variance portfolio (MVP). - You do not need to show your calculation steps for this subquestion. B. (1 point) Calculate the optimal risky portfolio P. - You do not need to show your calculation steps for this subquestion. C. (1 point) What is the Sharpe ratio for the optimal risky portfolio P ? - Show your calculation steps briefly and clearly. D. (1 point) Suppose that you add a new stock to the portfolio and re-calculate the optimal risky portfolio including three stocks. Determine whether the optimal Sharpe ratio will increase, decrease, or remain the same after adding a new stock. Briefly explain why