Question: D Question 8 2.5 pts D You have $ 79000 to invest. You have done some security analysis and generated the following data for two

D Question 8 2.5 pts D You have $ 79000 to invest. You have done some security analysis and generated the following data for two stocks and Treasury bills. B E Stock A Stock B T-bills 2 Average Return @.06 0.08 0.02 3 Variance of Stocks 0.06 0.07 4 Covariance with Stock A 1 0.09 5 6 If your data were to hold true for your future investment, what would be the Sharpe ratio of the long only optimal risky portfolio? 22.67% O 34. % 28.33% O 5.66% 17%

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