You have $$60,000$ to invest. You've done some security analysis and generated Part $3$

Attempt $2/10$ for $10$ pts$.$

What is the standard deviation of the optimal risky portfolio?

Part $4$

What is the Sharpe ratio of your complete portfolio?

Part $5$

How much money do you have to invest in stock B to achieve this Sharpe ratio $($in

$ $?$

the following data for two stocks and Treasury bills:

Part $1$

What is the weight of stock $A$ in the optimal risky portfolio $($ORP$)?$

Part $2$

If you invest $60\%$ of your funds in T$-$Bills, what is the expected return of this

complete portfolio?