Question: rvas Stocks X, Y & Z have the same expected return and risk. The correlation of returns of these stocks are shown in the tab

rvas Stocks X, Y & Z have the same expected return and risk. The correlation of returns of these stocks are shown in the tab below. Stock X Stock Y Stock Z Stock X Stock Y +0.75 1.0 Stock Z +0.25 +0.62 Given these correlations, which of the below has the highest Sharpe ratio? O 100% invested in either X, Y or Z Equal proportions of x&Y . Equal proportions of X & Z Can't tell from the information provided - need to know the return and risk of each stock Equal proportions of Y & Z Suh No new data to save. Last checked at 8:39pm

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