Question: Problem 32 Intro The return statistics for two stocks and T-bills are given below: Stock A Stock B T-bills 0.053 0.076 0.03 2 Expected return

Problem 32 Intro The return statistics for two stocks and T-bills are given below: Stock A Stock B T-bills 0.053 0.076 0.03 2 Expected return 3 Standard deviation0.24 0.32 4 Correlation 0.8 Attempt 1/10 for 10 pts Part 1 What is the Sharpe ratio of the optimal risky portfolio? 3+ decimals Submit

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