You have $11,000 and want to invest it in the two stocks below and the risk-free asset, Treasury bills:

	A	B	C	D
1		Stock A	Stock B	T-bills
2	Expected return	0.09	0.075	0.02
3	Variance	0.1089	0.0729
4	Standard deviation	0.33	0.27
5	Covariance	0.02673

What is the Sharpe ratio of the optimal risky portfolio?

What is the standard deviation of a portfolio composed of $6,600 optimal risky portfolio and $4,400 risk-free asset?

Still assuming a portfolio composed of $6,600 optimal risky portfolio and $4,400 risk-free asset, how much money should you invest in stock B (in $)?