You have $ 61000 to invest. You have done some security analysis and generated the following data for two stocks and Treasury bills. TC Stock A Stock B T-bills Average Return 0.08 @.@7 Variance of Stocks @.08 Covariance with Stock A 0.02 0.06 a.94 If your data were to hold true for your future investment, what would be the expected return of the long only optimal risky portfolio? 11.73% 9.7736 5.86% 7.82% 1.95%