Question: Intro The return statistics for two stocks and T-bills are given below: A B Stock A 0.094 0.1444 C D Stock B T-bills 0.066 0.02

Intro The return statistics for two stocks and T-bills are given

Intro The return statistics for two stocks and T-bills are given below: A B Stock A 0.094 0.1444 C D Stock B T-bills 0.066 0.02 0.0729 2 Expected return 3 Variance 4 Standard deviation 5 Covariance 0.27 0.38 0.03078 Part 1 | Attempt 1/5 for 10 pts. What is the Sharpe ratio of a portfolio with 70% invested in stock A and the rest in stock B? 3+ decimals Submit | Attempt 175 for 10 pts. Part 2 What is the Sharpe ratio of the optimal risky portfolio? 3+ decimals Submit

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