You have $ 83000 to invest. You have done some security analysis and generated the following data for two stocks and Treasury bills. D Stock A Stock B T-bills Average Return 0.05 .06 0.02 3 Variance of Stocks 0.07 0.08 4 Covariance with Stock A 1 0.07 5 2 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? 6.9 1.5 96 4.5 % 7.5 % 9.96