Question: Assets A and B are such that their returns are uncorrelated (zero correlation). The Sharpe ratios of assets A and B are 0.14 and 0.16,

Assets A and B are such that their returns are uncorrelated

Assets A and B are such that their returns are uncorrelated (zero correlation). The Sharpe ratios of assets A and B are 0.14 and 0.16, respectively. The highest Sharpe ratio attainable using the two assets A and B along with the risk free asset in a portfolio is equal to (Negative amounts should be indicated by a minus sign. Round your final answer to 2 decimal places, e.g. 110.10) Click Save and Submit to save and submit. Click Save All Answers to save all answers

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