ANSWER THE 2nd multiple choice question!

As an avid investor (meaning very enthusiastic), you are invested in international stock markets. You discover the following statistics:

Stock Market	Return (Mean) by month	Risk (Standard Deviation) SD
United States	1.01% per month	4.61%
Japan	0.74% per month	6.25%

The correlation coefficient between the two markets is 0.42. The risk-free rate is 0.25%

If you invest 50% in each market, then the expected return and the standard deviation of the portfolio will be:

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From the information given in question above, as investor the Sharpe Performance Measure (SHP) of the model portfolio will be (given a risk-free rate of 0.25%):

Select one:

a. 539.58

b. 47.50

c. 1.36

d. 0.83

e. None of the above.