Question: Consider two risky assets with respective expected returns and , volatilities and and correlation . We assume a zero risk-free rate. What is the maximum

Consider two risky assets with respective expected returns and , volatilities

Consider two risky assets with respective expected returns and , volatilities and and correlation . We assume a zero risk-free rate. What is the maximum Sharpe ratio that can be achieved by combining them? 0.38 0.44 0.49 0.59

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