You should use EXCEL Solver to solve this problem. This type of calculation problem will not appear on the exam. You are trying to construct optimal risky portfolio by combining stock A and stock B. Stock A has an expected return of 10% and a standard deviation of 20%. Stock Bhas an expected return of 5% and a standard deviation of 13%. The correlation betweeb stock A and stock B is -0.5. Risk-free rate is 2%. What is the Sharpe ratio of the optimal risky portfolio? Assume that the short selling is NOT allowed. a) 0.4862 b) 0.6383 c) 0.5781 d) 0.6987