Question: Problem 4 D Intro The return statistics for two stocks and T-bills are given below: A B 1 Stock A Stock B T-bills 2 Expected

 Problem 4 D Intro The return statistics for two stocks and

Problem 4 D Intro The return statistics for two stocks and T-bills are given below: A B 1 Stock A Stock B T-bills 2 Expected return 0.094 0.066 0.02 3 Variance 0.1444 0.0729 4 Standard deviation 0.38 0.27 5 Covariance 0.03078 Part 1 Attempt 1/10 for 10 pts. What is the Sharpe ratio of a portfolio with 30% invested in stock A and the rest in stock B? 3+ decimals Submit

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