You have $ 60000 to invest. You have done some security analysis and generated the following data for two stocks and Treasury bills. A B D Stock A Stock B T-bills Average Return 0.07 0.08 0.02 Variance of Stocks 0.09 0.06 4 Covariance with Stock A 1 0.04 0 15 6 If your data were to hold true for your future investment, what would be the expected return of the long only optimal risky portfolio? O 5.88 % O 1.96 % O 9.8 % O 11.76 % O 7.84 %